-97.1%
TSLQ vs BWA
+140.7%
-237.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.8% |
| 7D | +5.7% | -0.1% | +5.7% | +5.3% |
| 30D | -21.1% | -5.5% | -15.6% | -23.9% |
| 3M | -11.5% | -7.6% | -3.9% | -14.6% |
| 6M | -14.9% | +25.0% | -39.9% | +4.9% |
| YTD | +2.4% | +47.0% | -44.5% | +44.6% |
| 1Y | -49.8% | +54.0% | -103.8% | -26.1% |
| 3Y | -95.8% | +70.7% | -166.5% | -91.1% |
| All | -97.1% | +140.7% | -237.8% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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