+23.8%
AA vs TSLQ
-97.2%
+121.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.3% |
| 7D | -3.4% | -6.6% | +3.2% | -4.4% |
| 30D | -5.8% | -24.3% | +18.5% | -9.3% |
| 3M | -29.9% | -3.6% | -26.3% | -28.4% |
| 6M | -27.0% | -12.0% | -15.1% | -24.9% |
| YTD | -8.7% | +1.4% | -10.1% | -3.0% |
| 1Y | +50.6% | -43.6% | +94.2% | +49.7% |
| 3Y | +74.1% | -95.4% | +169.5% | +45.6% |
| All | +23.8% | -97.2% | +121.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling