+16.2%
AON vs TSLQ
-97.2%
+113.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.7% |
| 7D | -6.3% | -6.6% | +0.3% | -6.4% |
| 30D | -14.1% | -24.3% | +10.2% | -14.3% |
| 3M | -9.5% | -3.6% | -5.9% | -9.3% |
| 6M | -4.0% | -12.0% | +7.9% | -3.9% |
| YTD | -13.8% | +1.4% | -15.2% | -13.3% |
| 1Y | -18.3% | -43.6% | +25.3% | -18.8% |
| 3Y | -7.2% | -95.4% | +88.2% | -9.7% |
| All | +16.2% | -97.2% | +113.4% | +15.0% |
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 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