-97.2%
TSLQ vs ARWR
+101.8%
-199.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.4% | -6.5% | -8.4% |
| 7D | -8.6% | +2.9% | -11.4% | -7.7% |
| 30D | -24.9% | -2.9% | -22.0% | -25.6% |
| 3M | -1.5% | +15.2% | -16.8% | +4.6% |
| 6M | -18.1% | +42.3% | -60.3% | -4.6% |
| YTD | -0.1% | +28.2% | -28.3% | +12.9% |
| 1Y | -51.4% | +213.2% | -264.6% | -23.1% |
| 3Y | -95.9% | +184.6% | -280.6% | -91.3% |
| All | -97.2% | +101.8% | -199.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling