-97.2%
TSLQ vs TW
+52.2%
-149.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.3% |
| 7D | -6.6% | -4.5% | -2.1% | -7.7% |
| 30D | -24.3% | -2.3% | -22.0% | -24.7% |
| 3M | -3.6% | +2.6% | -6.2% | -2.8% |
| 6M | -12.0% | -17.5% | +5.6% | -19.4% |
| YTD | +1.4% | -5.3% | +6.7% | -0.7% |
| 1Y | -43.6% | -14.8% | -28.8% | -48.3% |
| 3Y | -95.4% | +18.8% | -114.2% | -94.8% |
| All | -97.2% | +52.2% | -149.3% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling