-46.7%
ALB vs TSLQ
-97.6%
+50.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.1% | +10.9% | -2.1% |
| 7D | +9.5% | +8.5% | +1.0% | +11.5% |
| 30D | -2.1% | -4.8% | +2.7% | -2.3% |
| 3M | -24.1% | -34.9% | +10.7% | -28.6% |
| 6M | -51.0% | -10.6% | -40.4% | -49.4% |
| YTD | -29.3% | -13.4% | -15.9% | -25.9% |
| 1Y | +3.2% | -25.9% | +29.1% | +5.7% |
| 3Y | -9.3% | -96.9% | +87.6% | -35.7% |
| All | -46.7% | -97.6% | +50.9% | -58.3% |
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 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