-43.6%
TSLQ vs TW
-14.2%
-29.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -6.6% | -4.5% | -2.1% | -3.8% |
| 30D | -24.3% | -2.3% | -22.0% | -23.2% |
| 3M | -3.6% | +2.6% | -6.2% | -4.5% |
| 6M | -12.0% | -17.5% | +5.6% | -3.0% |
| YTD | +1.4% | -5.3% | +6.7% | +5.7% |
| 1Y | -43.6% | -14.8% | -28.8% | -33.1% |
| All | -43.6% | -14.2% | -29.3% | -33.1% |
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