-95.4%
TSLQ vs FWONK
+44.6%
-140.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -0.9% |
| 7D | -6.6% | +0.1% | -6.7% | -6.5% |
| 30D | -24.3% | -7.7% | -16.6% | -29.0% |
| 3M | -3.6% | +5.7% | -9.3% | +1.9% |
| 6M | -12.0% | +13.5% | -25.4% | +0.6% |
| YTD | +1.4% | -3.0% | +4.3% | -1.0% |
| 1Y | -43.6% | -6.4% | -37.1% | -46.8% |
| 3Y | -95.4% | +43.8% | -139.2% | -93.8% |
| All | -95.4% | +44.6% | -140.0% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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