+384.5%
ALAB vs TSLQ
-96.9%
+481.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.9% | +4.1% |
| 7D | +9.6% | -8.0% | +17.6% | +7.2% |
| 30D | -5.3% | -23.8% | +18.5% | -11.4% |
| 3M | -12.0% | -7.0% | -5.0% | -8.2% |
| 6M | +145.7% | -17.1% | +162.8% | +158.8% |
| YTD | +80.7% | +0.1% | +80.6% | +101.9% |
| 1Y | +40.1% | -51.2% | +91.3% | +37.8% |
| All | +384.5% | -96.9% | +481.5% | +286.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling