+61.0%
AA vs TSLQ
-50.5%
+111.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.0% | -14.1% | +0.1% |
| 7D | -0.7% | -5.8% | +5.1% | -1.5% |
| 30D | +5.0% | -22.1% | +27.1% | +1.2% |
| 3M | -35.8% | +10.1% | -45.9% | -32.3% |
| 6M | -18.4% | -6.8% | -11.6% | -14.5% |
| YTD | -5.5% | +8.5% | -14.0% | +2.6% |
| 1Y | +61.0% | -49.7% | +110.7% | +60.0% |
| All | +61.0% | -50.5% | +111.4% | +60.0% |
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