-97.2%
TSLQ vs ARWR
+95.9%
-193.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | -0.8% |
| 7D | -8.0% | -3.2% | -4.8% | -8.9% |
| 30D | -23.8% | -6.5% | -17.3% | -25.4% |
| 3M | -7.0% | +12.7% | -19.7% | -2.0% |
| 6M | -17.1% | +36.2% | -53.3% | -4.8% |
| YTD | +0.1% | +24.5% | -24.4% | +12.0% |
| 1Y | -51.2% | +198.0% | -249.2% | -24.1% |
| 3Y | -95.9% | +176.4% | -272.3% | -91.3% |
| All | -97.2% | +95.9% | -193.1% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling