+65.2%
ALAB vs TSLQ
-50.5%
+115.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +12.0% | -2.2% | +13.8% |
| 7D | +7.2% | -5.8% | +13.0% | +5.3% |
| 30D | -2.5% | -22.1% | +19.6% | -10.2% |
| 3M | -13.3% | +10.1% | -23.4% | -3.2% |
| 6M | +172.8% | -6.8% | +179.6% | +200.8% |
| YTD | +86.6% | +8.5% | +78.0% | +114.0% |
| 1Y | +65.2% | -49.7% | +114.9% | +116.1% |
| All | +65.2% | -50.5% | +115.6% | +116.1% |
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