+257.6%
ALAB vs TSLQ
-97.5%
+355.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.4% | -1.5% |
| 7D | +16.3% | -16.8% | +33.2% | +11.1% |
| 30D | -26.1% | -18.0% | -8.2% | -27.4% |
| 3M | -31.3% | -34.5% | +3.2% | -35.4% |
| 6M | -1.0% | -8.9% | +7.9% | +8.9% |
| YTD | +33.3% | -19.0% | +52.3% | +47.4% |
| 1Y | +53.5% | -38.2% | +91.8% | +60.1% |
| All | +257.6% | -97.5% | +355.1% | +182.4% |
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