+45.8%
AR vs TSLQ
-95.9%
+141.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.1% | -1.5% |
| 7D | -1.8% | -8.6% | +6.7% | -2.4% |
| 30D | +12.6% | -24.9% | +37.5% | +10.3% |
| 3M | +10.0% | -1.5% | +11.5% | +11.2% |
| 6M | +0.6% | -18.1% | +18.7% | +0.6% |
| YTD | +13.4% | -0.1% | +13.5% | +16.4% |
| 1Y | +21.7% | -51.4% | +73.1% | +17.5% |
| 3Y | +45.8% | -95.9% | +141.7% | +21.7% |
| All | +45.8% | -95.9% | +141.7% | +21.7% |
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