-97.0%
TSLQ vs ARWR
+104.7%
-201.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +11.9% |
| 7D | -5.8% | +1.7% | -7.5% | -5.3% |
| 30D | -22.1% | -0.7% | -21.4% | -22.2% |
| 3M | +10.1% | +14.9% | -4.8% | +16.9% |
| 6M | -6.8% | +32.6% | -39.4% | +6.4% |
| YTD | +8.5% | +30.0% | -21.5% | +23.3% |
| 1Y | -49.7% | +208.4% | -258.1% | -20.7% |
| 3Y | -95.6% | +208.8% | -304.4% | -90.5% |
| All | -97.0% | +104.7% | -201.7% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling