-32.5%
ALB vs TSLQ
-97.3%
+64.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -8.6% | -8.0% | -0.6% | -9.7% |
| 30D | -4.0% | -23.8% | +19.7% | -8.0% |
| 3M | -17.4% | -7.0% | -10.4% | -16.0% |
| 6M | -25.4% | -17.1% | -8.3% | -24.1% |
| YTD | -10.5% | +0.1% | -10.6% | -4.7% |
| 1Y | +75.8% | -51.2% | +127.0% | +66.7% |
| 3Y | -28.5% | -95.9% | +67.4% | -45.4% |
| All | -32.5% | -97.3% | +64.7% | -46.3% |
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