-8.9%
TSLQ vs BWA
-20.0%
+11.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.5% |
| 7D | -16.8% | +4.3% | -21.1% | -12.2% |
| 30D | -18.0% | -13.0% | -5.0% | -25.6% |
| 3M | -34.5% | -24.8% | -9.7% | -48.6% |
| 6M | -8.9% | -23.5% | +14.6% | -20.7% |
| All | -8.9% | -20.0% | +11.1% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling