+23.9%
AA vs TSLQ
-97.2%
+121.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.2% | -4.4% |
| 7D | -5.4% | +5.7% | -11.1% | -4.3% |
| 30D | -10.7% | -21.1% | +10.4% | -13.4% |
| 3M | -26.2% | -11.5% | -14.7% | -25.6% |
| 6M | -20.9% | -14.9% | -6.0% | -19.0% |
| YTD | -8.6% | +2.4% | -11.1% | -2.8% |
| 1Y | +57.4% | -49.8% | +107.2% | +53.8% |
| 3Y | +77.8% | -95.8% | +173.6% | +45.4% |
| All | +23.9% | -97.2% | +121.1% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling