-97.2%
TSLQ vs TW
+54.5%
-151.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -8.7% |
| 7D | -8.6% | -3.5% | -5.1% | -9.4% |
| 30D | -24.9% | +0.5% | -25.4% | -24.8% |
| 3M | -1.5% | +4.9% | -6.5% | -0.1% |
| 6M | -18.1% | -17.1% | -1.0% | -25.1% |
| YTD | -0.1% | -3.9% | +3.7% | -1.8% |
| 1Y | -51.4% | -13.3% | -38.1% | -55.2% |
| 3Y | -95.9% | +20.9% | -116.8% | -95.4% |
| All | -97.2% | +54.5% | -151.7% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling