-48.4%
ALB vs TSLQ
-97.8%
+49.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +6.9% | +0.1% |
| 7D | +1.1% | -7.3% | +8.4% | 0.0% |
| 30D | -2.6% | -13.2% | +10.6% | -4.3% |
| 3M | -25.6% | -37.6% | +12.1% | -30.4% |
| 6M | -54.0% | -9.3% | -44.7% | -52.4% |
| YTD | -31.6% | -19.1% | -12.5% | -29.1% |
| 1Y | -6.6% | -27.2% | +20.6% | -4.6% |
| 3Y | -14.0% | -97.1% | +83.1% | -39.3% |
| All | -48.4% | -97.8% | +49.4% | -60.1% |
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 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