+19.3%
A vs TSLQ
-32.4%
+51.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.7% |
| 7D | -0.5% | -16.8% | +16.4% | -1.4% |
| 30D | 0.0% | -18.0% | +17.9% | -0.7% |
| 3M | +16.7% | -34.5% | +51.2% | +15.2% |
| 6M | +54.8% | -8.9% | +63.7% | +57.1% |
| YTD | +28.8% | -19.0% | +47.8% | +29.3% |
| 1Y | +19.3% | -38.2% | +57.5% | +18.7% |
| All | +19.3% | -32.4% | +51.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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