-97.2%
TSLQ vs NWSA
+103.6%
-200.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -9.7% |
| 7D | -8.6% | -2.6% | -5.9% | -10.7% |
| 30D | -24.9% | +4.6% | -29.4% | -21.5% |
| 3M | -1.5% | +10.2% | -11.7% | +6.9% |
| 6M | -18.1% | +21.6% | -39.7% | -0.9% |
| YTD | -0.1% | +14.6% | -14.8% | +13.7% |
| 1Y | -51.4% | +0.4% | -51.7% | -52.3% |
| 3Y | -95.9% | +45.0% | -140.9% | -93.4% |
| All | -97.2% | +103.6% | -200.8% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling