-43.6%
TSLQ vs NWSA
+3.0%
-46.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -6.6% | -2.8% | -3.8% | -6.9% |
| 30D | -24.3% | +3.0% | -27.3% | -24.2% |
| 3M | -3.6% | +12.3% | -15.9% | -2.9% |
| 6M | -12.0% | +21.9% | -33.8% | -8.7% |
| YTD | +1.4% | +13.6% | -12.2% | +4.0% |
| 1Y | -43.6% | +0.5% | -44.0% | -45.2% |
| All | -43.6% | +3.0% | -46.5% | -45.2% |
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