+27.1%
SW vs TSLQ
-4.4%
+31.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.4% | -1.8% |
| 7D | +2.3% | +19.7% | -17.4% | +4.5% |
| 30D | +6.8% | +4.1% | +2.7% | +7.7% |
| 3M | -5.2% | -30.9% | +25.7% | -8.2% |
| 6M | +7.4% | -13.6% | +21.0% | +9.6% |
| YTD | +17.4% | -2.6% | +20.0% | +21.4% |
| 1Y | +27.1% | -10.4% | +37.5% | +30.6% |
| All | +27.1% | -4.4% | +31.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling