+28.2%
AA vs TSLQ
-97.0%
+125.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.0% | -14.1% | -0.1% |
| 7D | -0.7% | -5.8% | +5.1% | -1.4% |
| 30D | +5.0% | -22.1% | +27.1% | +1.6% |
| 3M | -35.8% | +10.1% | -45.9% | -32.6% |
| 6M | -18.4% | -6.8% | -11.6% | -15.2% |
| YTD | -5.5% | +8.5% | -14.0% | +1.4% |
| 1Y | +61.0% | -49.7% | +110.7% | +57.3% |
| 3Y | +66.2% | -95.6% | +161.8% | +36.6% |
| All | +28.2% | -97.0% | +125.2% | +7.7% |
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