+21.7%
AR vs TSLQ
-97.9%
+119.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.0% |
| 7D | +6.4% | -26.6% | +33.0% | +3.6% |
| 30D | +3.1% | -17.5% | +20.6% | +1.9% |
| 3M | +3.3% | -41.7% | +45.0% | -0.7% |
| 6M | +6.6% | -16.9% | +23.5% | +7.3% |
| YTD | +12.3% | -21.9% | +34.2% | +13.8% |
| 1Y | +12.3% | -32.5% | +44.8% | +12.2% |
| 3Y | +50.4% | -97.2% | +147.6% | +23.1% |
| All | +21.7% | -97.9% | +119.5% | +6.2% |
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 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