-97.1%
TSLQ vs GWRE
+98.8%
-196.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +1.8% |
| 7D | +5.7% | -30.9% | +36.6% | -6.9% |
| 30D | -21.1% | -20.7% | -0.4% | -26.2% |
| 3M | -11.5% | +20.2% | -31.7% | -3.1% |
| 6M | -14.9% | -11.9% | -3.1% | -16.6% |
| YTD | +2.4% | -30.3% | +32.7% | -9.2% |
| 1Y | -49.8% | -44.6% | -5.1% | -60.1% |
| 3Y | -95.8% | +48.8% | -144.6% | -93.9% |
| All | -97.1% | +98.8% | -196.0% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling