-34.6%
ALB vs TSLQ
-97.2%
+62.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -2.6% |
| 7D | -7.6% | +5.7% | -13.3% | -6.4% |
| 30D | -5.6% | -21.1% | +15.5% | -8.9% |
| 3M | -16.8% | -11.5% | -5.3% | -16.3% |
| 6M | -26.3% | -14.9% | -11.4% | -24.7% |
| YTD | -13.2% | +2.4% | -15.7% | -7.1% |
| 1Y | +68.8% | -49.8% | +118.6% | +60.9% |
| 3Y | -30.7% | -95.8% | +65.1% | -46.8% |
| All | -34.6% | -97.2% | +62.6% | -47.7% |
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