-51.2%
TSLQ vs ARWR
+201.3%
-252.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | -0.7% |
| 7D | -8.0% | -3.2% | -4.8% | -8.8% |
| 30D | -23.8% | -6.5% | -17.3% | -25.2% |
| 3M | -7.0% | +12.7% | -19.7% | -2.7% |
| 6M | -17.1% | +36.2% | -53.3% | -7.2% |
| YTD | +0.1% | +24.5% | -24.4% | +10.2% |
| 1Y | -51.2% | +198.0% | -249.2% | -19.1% |
| All | -51.2% | +201.3% | -252.5% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling