+369.5%
ALAB vs TSLQ
-96.9%
+466.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.1% |
| 7D | -6.2% | -6.6% | +0.4% | -7.9% |
| 30D | -8.7% | -24.3% | +15.6% | -14.7% |
| 3M | -20.7% | -3.6% | -17.1% | -16.8% |
| 6M | +133.5% | -12.0% | +145.5% | +149.6% |
| YTD | +75.1% | +1.4% | +73.7% | +96.4% |
| 1Y | +25.0% | -43.6% | +68.6% | +27.2% |
| All | +369.5% | -96.9% | +466.4% | +276.3% |
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