-97.2%
TSLQ vs BBWI
-22.4%
-74.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | +2.1% |
| 7D | -6.6% | -4.8% | -1.8% | -8.8% |
| 30D | -24.3% | +3.5% | -27.8% | -22.7% |
| 3M | -3.6% | -0.3% | -3.3% | -1.9% |
| 6M | -12.0% | -5.4% | -6.6% | -9.7% |
| YTD | +1.4% | -4.7% | +6.1% | +5.9% |
| 1Y | -43.6% | -30.5% | -13.1% | -48.8% |
| 3Y | -95.4% | -44.3% | -51.1% | -95.2% |
| All | -97.2% | -22.4% | -74.8% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling