+19.6%
SW vs TSLQ
-95.6%
+115.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +2.5% |
| 7D | -5.1% | -5.8% | +0.7% | -5.5% |
| 30D | -4.6% | -22.1% | +17.5% | -6.5% |
| 3M | +9.4% | +10.1% | -0.7% | +12.5% |
| 6M | +3.5% | -6.8% | +10.3% | +5.9% |
| YTD | +22.0% | +8.5% | +13.5% | +27.1% |
| 1Y | +2.2% | -49.7% | +51.9% | +0.3% |
| All | +19.6% | -95.6% | +115.2% | +13.6% |
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 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