-97.7%
TSLQ vs BWA
+86.5%
-184.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.6% |
| 7D | -16.8% | +4.3% | -21.1% | -13.7% |
| 30D | -18.0% | -13.0% | -5.0% | -24.1% |
| 3M | -34.5% | -24.8% | -9.7% | -45.0% |
| 6M | -8.9% | -23.5% | +14.6% | -19.6% |
| YTD | -19.0% | +13.8% | -32.8% | -2.3% |
| 1Y | -38.2% | +13.4% | -51.6% | -25.5% |
| 3Y | -96.9% | +62.8% | -159.7% | -93.9% |
| All | -97.7% | +86.5% | -184.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling