+365.7%
ALAB vs TSLQ
-97.0%
+462.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.0% | +1.0% | -9.1% |
| 7D | +3.2% | -8.6% | +11.8% | +0.7% |
| 30D | -13.6% | -24.9% | +11.3% | -19.5% |
| 3M | -16.6% | -1.5% | -15.1% | -11.7% |
| 6M | +142.3% | -18.1% | +160.4% | +154.6% |
| YTD | +73.6% | -0.1% | +73.7% | +93.9% |
| 1Y | +33.7% | -51.4% | +85.0% | +31.3% |
| All | +365.7% | -97.0% | +462.6% | +271.6% |
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