+20.8%
AR vs TSLQ
-97.2%
+118.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -2.0% |
| 7D | -2.5% | -6.6% | +4.1% | -3.1% |
| 30D | +2.5% | -24.3% | +26.8% | +0.3% |
| 3M | +12.3% | -3.6% | +15.9% | +13.3% |
| 6M | -3.1% | -12.0% | +8.8% | -2.4% |
| YTD | +11.5% | +1.4% | +10.1% | +14.8% |
| 1Y | +17.0% | -43.6% | +60.6% | +14.6% |
| 3Y | +47.3% | -95.4% | +142.7% | +26.8% |
| All | +20.8% | -97.2% | +118.0% | +7.2% |
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 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