+49.3%
SW vs TSLQ
-96.0%
+145.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +21.8% | -23.3% | +0.6% |
| 7D | +4.7% | +32.9% | -28.2% | +7.7% |
| 30D | +5.0% | +15.4% | -10.4% | +6.8% |
| 3M | -7.3% | -23.7% | +16.3% | -8.9% |
| 6M | +15.0% | -10.1% | +25.1% | +17.0% |
| YTD | +18.5% | +6.3% | +12.2% | +23.8% |
| 1Y | +27.1% | +4.6% | +22.6% | +33.2% |
| All | +49.3% | -96.0% | +145.2% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling