+144.1%
ALL vs TSLQ
-97.8%
+241.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.4% |
| 7D | +5.0% | -16.8% | +21.9% | +5.1% |
| 30D | +13.3% | -18.0% | +31.3% | +13.4% |
| 3M | +3.2% | -34.5% | +37.7% | +3.2% |
| 6M | +25.3% | -8.9% | +34.3% | +25.8% |
| YTD | +30.5% | -19.0% | +49.5% | +31.0% |
| 1Y | +29.2% | -38.2% | +67.4% | +29.2% |
| 3Y | +119.1% | -96.9% | +216.0% | +113.9% |
| All | +144.1% | -97.8% | +241.9% | +156.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling