-95.9%
TSLQ vs BBWI
-44.4%
-51.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.1% | -4.8% | -9.7% |
| 7D | -8.6% | +1.6% | -10.1% | -7.9% |
| 30D | -24.9% | -6.2% | -18.7% | -27.5% |
| 3M | -1.5% | +4.3% | -5.9% | +3.2% |
| 6M | -18.1% | -7.2% | -10.9% | -17.1% |
| YTD | -0.1% | -3.0% | +2.9% | +5.4% |
| 1Y | -51.4% | -30.8% | -20.6% | -58.3% |
| 3Y | -95.9% | -43.4% | -52.5% | -95.9% |
| All | -95.9% | -44.4% | -51.5% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling