+136.7%
ALL vs TSLQ
-97.0%
+233.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.3% | -1.3% |
| 7D | 0.0% | -5.8% | +5.8% | 0.0% |
| 30D | -1.5% | -22.1% | +20.6% | -1.5% |
| 3M | +23.6% | +10.1% | +13.6% | +23.9% |
| 6M | +22.3% | -6.8% | +29.1% | +22.4% |
| YTD | +26.5% | +8.5% | +18.0% | +27.0% |
| 1Y | +27.0% | -49.7% | +76.7% | +25.6% |
| 3Y | +149.6% | -95.6% | +245.2% | +144.4% |
| All | +136.7% | -97.0% | +233.8% | +148.2% |
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