+139.1%
ALL vs TSLQ
-97.8%
+236.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.4% |
| 7D | -2.6% | -7.3% | +4.8% | -2.5% |
| 30D | +12.7% | -13.2% | +25.9% | +12.7% |
| 3M | +0.4% | -37.6% | +38.0% | +0.4% |
| 6M | +23.8% | -9.3% | +33.1% | +24.2% |
| YTD | +27.8% | -19.1% | +46.8% | +28.3% |
| 1Y | +28.9% | -27.2% | +56.1% | +29.3% |
| 3Y | +113.9% | -97.1% | +210.9% | +108.4% |
| All | +139.1% | -97.8% | +236.9% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling