-21.0%
TSLQ vs TW
+20.8%
-41.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +5.9% |
| 7D | +9.8% | +6.0% | +3.8% | +6.3% |
| 30D | -6.0% | +18.6% | -24.6% | -14.7% |
| 3M | -35.0% | +26.5% | -61.5% | -43.3% |
| 6M | -24.9% | +13.1% | -38.1% | -30.2% |
| YTD | -12.7% | +18.5% | -31.2% | -19.3% |
| 1Y | -21.0% | +21.7% | -42.7% | -29.5% |
| All | -21.0% | +20.8% | -41.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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