+34.1%
A vs TSLQ
-97.0%
+131.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +1.4% |
| 7D | -1.9% | -5.8% | +3.8% | -2.2% |
| 30D | +6.9% | -22.1% | +29.0% | +5.5% |
| 3M | +9.2% | +10.1% | -0.8% | +11.3% |
| 6M | +25.7% | -6.8% | +32.4% | +27.3% |
| YTD | +11.5% | +8.5% | +3.0% | +14.6% |
| 1Y | +18.4% | -49.7% | +68.1% | +16.3% |
| 3Y | +26.6% | -95.6% | +122.2% | +16.6% |
| All | +34.1% | -97.0% | +131.1% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling