+65.5%
A vs TSLQ
-97.0%
+162.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.8% |
| 7D | -0.5% | -16.8% | +16.4% | -1.5% |
| 30D | 0.0% | -18.0% | +17.9% | -0.8% |
| 3M | +16.7% | -34.5% | +51.2% | +14.7% |
| 6M | +54.8% | -8.9% | +63.7% | +56.6% |
| YTD | +28.8% | -19.0% | +47.8% | +30.2% |
| 1Y | +19.3% | -38.2% | +57.5% | +18.9% |
| 3Y | +65.5% | -96.9% | +162.5% | +64.1% |
| All | +65.5% | -97.0% | +162.6% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling