-97.2%
TSLQ vs BBWI
-26.0%
-71.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | -2.9% |
| 7D | -8.0% | -4.4% | -3.6% | -10.0% |
| 30D | -23.8% | -7.4% | -16.4% | -26.4% |
| 3M | -7.0% | -2.2% | -4.8% | -6.0% |
| 6M | -17.1% | -16.3% | -0.8% | -20.1% |
| YTD | +0.1% | -9.1% | +9.2% | +2.0% |
| 1Y | -51.2% | -34.5% | -16.7% | -57.2% |
| 3Y | -95.9% | -47.0% | -49.0% | -95.8% |
| All | -97.2% | -26.0% | -71.2% | -96.2% |
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