-49.7%
TSLQ vs NWSA
+5.5%
-55.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.8% | +13.8% | +11.7% |
| 7D | -5.8% | -1.9% | -3.9% | -6.0% |
| 30D | -22.1% | +4.6% | -26.7% | -21.5% |
| 3M | +10.1% | +13.2% | -3.2% | +11.2% |
| 6M | -6.8% | +27.0% | -33.8% | -1.5% |
| YTD | +8.5% | +16.8% | -8.3% | +12.2% |
| 1Y | -49.7% | +4.5% | -54.2% | -51.7% |
| All | -49.7% | +5.5% | -55.2% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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