+2.2%
AA vs TSLQ
-97.8%
+100.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -1.1% |
| 7D | +0.5% | -16.8% | +17.4% | -2.3% |
| 30D | -0.6% | -18.0% | +17.4% | -2.6% |
| 3M | -19.7% | -34.5% | +14.8% | -23.3% |
| 6M | -41.6% | -8.9% | -32.7% | -39.4% |
| YTD | -24.6% | -19.0% | -5.6% | -21.7% |
| 1Y | +4.9% | -38.2% | +43.1% | +5.0% |
| 3Y | +66.8% | -96.9% | +163.8% | +29.3% |
| All | +2.2% | -97.8% | +100.0% | -16.9% |
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