-32.3%
ALB vs TSLQ
-97.0%
+64.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.0% | -16.4% | -2.2% |
| 7D | -8.1% | -5.8% | -2.3% | -8.8% |
| 30D | +6.3% | -22.1% | +28.4% | +2.3% |
| 3M | -23.6% | +10.1% | -33.6% | -19.5% |
| 6M | -24.6% | -6.8% | -17.8% | -21.6% |
| YTD | -10.3% | +8.5% | -18.8% | -3.0% |
| 1Y | +61.5% | -49.7% | +111.2% | +53.7% |
| 3Y | -34.0% | -95.6% | +61.7% | -49.0% |
| All | -32.3% | -97.0% | +64.7% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling