-9.3%
TSLQ vs ARWR
-32.1%
+22.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.6% |
| 7D | -7.3% | -19.9% | +12.6% | -13.0% |
| 30D | -13.2% | -18.7% | +5.5% | -17.8% |
| 3M | -37.6% | -44.7% | +7.1% | -47.6% |
| 6M | -9.3% | -36.5% | +27.2% | -16.6% |
| All | -9.3% | -32.1% | +22.8% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling