-14.9%
TSLQ vs FWONK
+13.1%
-28.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +1.7% |
| 7D | +5.7% | -1.5% | +7.2% | +4.9% |
| 30D | -21.1% | -6.8% | -14.3% | -23.3% |
| 3M | -11.5% | +7.7% | -19.2% | -6.0% |
| 6M | -14.9% | +11.0% | -25.9% | -6.3% |
| All | -14.9% | +13.1% | -28.0% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling