-43.6%
TSLQ vs GWRE
-44.7%
+1.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.9% |
| 7D | -6.6% | -13.2% | +6.6% | -9.1% |
| 30D | -24.3% | -18.6% | -5.7% | -27.3% |
| 3M | -3.6% | +18.9% | -22.5% | -2.8% |
| 6M | -12.0% | -11.0% | -1.0% | -15.2% |
| YTD | +1.4% | -29.9% | +31.3% | -11.4% |
| 1Y | -43.6% | -44.3% | +0.8% | -56.4% |
| All | -43.6% | -44.7% | +1.1% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling