+59.2%
ALB vs TSLQ
-49.6%
+108.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.6% |
| 7D | -6.6% | -6.6% | 0.0% | -7.4% |
| 30D | -8.1% | -24.3% | +16.2% | -10.7% |
| 3M | -25.7% | -3.6% | -22.1% | -24.4% |
| 6M | -29.5% | -12.0% | -17.5% | -27.5% |
| YTD | -16.2% | +1.4% | -17.6% | -12.9% |
| 1Y | +59.2% | -43.6% | +102.8% | +60.0% |
| All | +59.2% | -49.6% | +108.9% | +60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling