-49.7%
ALB vs TSLQ
-97.8%
+48.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -0.7% |
| 7D | -5.8% | -16.8% | +11.1% | -8.7% |
| 30D | -4.5% | -18.0% | +13.4% | -7.2% |
| 3M | -28.1% | -34.5% | +6.4% | -32.2% |
| 6M | -53.2% | -8.9% | -44.3% | -51.5% |
| YTD | -33.3% | -19.0% | -14.3% | -30.9% |
| 1Y | -17.4% | -38.2% | +20.8% | -18.4% |
| 3Y | -14.1% | -96.9% | +82.8% | -38.5% |
| All | -49.7% | -97.8% | +48.1% | -61.1% |
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