-96.9%
TSLQ vs ARWR
+81.3%
-178.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -1.0% |
| 7D | +4.7% | -17.7% | +22.4% | -2.4% |
| 30D | -5.6% | -21.9% | +16.3% | -13.4% |
| 3M | -34.6% | -44.5% | +10.0% | -46.8% |
| 6M | -11.4% | -32.6% | +21.2% | -20.5% |
| YTD | -14.1% | -26.2% | +12.1% | -18.5% |
| 1Y | -20.7% | +23.0% | -43.7% | -5.3% |
| 3Y | -96.9% | +81.8% | -178.6% | -93.4% |
| All | -96.9% | +81.3% | -178.2% | -93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling