+153.7%
ALL vs TSLQ
-95.9%
+249.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.0% | +5.6% | -2.3% |
| 7D | -1.7% | -8.6% | +6.9% | -1.7% |
| 30D | -4.7% | -24.9% | +20.2% | -4.6% |
| 3M | +18.4% | -1.5% | +19.9% | +18.5% |
| 6M | +20.5% | -18.1% | +38.6% | +20.5% |
| YTD | +23.5% | -0.1% | +23.7% | +23.9% |
| 1Y | +29.0% | -51.4% | +80.4% | +27.8% |
| 3Y | +153.7% | -95.9% | +249.6% | +154.6% |
| All | +153.7% | -95.9% | +249.6% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling