-97.7%
TSLQ vs BBWI
-10.6%
-87.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +4.4% |
| 7D | -16.8% | +0.1% | -17.0% | -16.7% |
| 30D | -18.0% | +12.9% | -30.8% | -12.6% |
| 3M | -34.5% | +16.0% | -50.5% | -28.8% |
| 6M | -8.9% | +16.6% | -25.5% | +3.1% |
| YTD | -19.0% | +9.7% | -28.7% | -8.6% |
| 1Y | -38.2% | +1.5% | -39.7% | -31.7% |
| 3Y | -96.9% | -21.4% | -75.6% | -96.3% |
| All | -97.7% | -10.6% | -87.2% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling