-95.5%
TSLQ vs BWA
+67.1%
-162.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | -1.0% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -23.8% | -5.6% | -18.2% | -26.8% |
| 3M | -7.0% | -10.7% | +3.7% | -12.7% |
| 6M | -17.1% | +23.2% | -40.3% | +2.4% |
| YTD | +0.1% | +46.0% | -45.9% | +45.0% |
| 1Y | -51.2% | +51.2% | -102.3% | -26.7% |
| All | -95.5% | +67.1% | -162.6% | -88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling