-97.2%
TSLQ vs BWA
+139.1%
-236.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | -0.9% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -23.8% | -5.6% | -18.2% | -26.5% |
| 3M | -7.0% | -10.7% | +3.7% | -12.3% |
| 6M | -17.1% | +23.2% | -40.3% | +1.2% |
| YTD | +0.1% | +46.0% | -45.9% | +40.6% |
| 1Y | -51.2% | +51.2% | -102.3% | -29.2% |
| 3Y | -95.9% | +69.6% | -165.5% | -91.3% |
| All | -97.2% | +139.1% | -236.3% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling