-49.7%
TSLQ vs TW
-15.9%
-33.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.5% |
| 7D | -5.8% | -2.3% | -3.5% | -4.4% |
| 30D | -22.1% | +3.9% | -26.0% | -24.0% |
| 3M | +10.1% | +5.7% | +4.3% | +7.4% |
| 6M | -6.8% | -14.5% | +7.8% | +0.3% |
| YTD | +8.5% | -0.9% | +9.4% | +9.7% |
| 1Y | -49.7% | -13.5% | -36.2% | -45.6% |
| All | -49.7% | -15.9% | -33.8% | -45.6% |
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