+22.9%
AR vs TSLQ
-97.3%
+120.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.2% | -8.0% | +6.8% | -1.8% |
| 30D | +5.5% | -23.8% | +29.3% | +3.3% |
| 3M | +12.9% | -7.0% | +19.9% | +13.5% |
| 6M | +0.1% | -17.1% | +17.2% | +0.2% |
| YTD | +13.5% | +0.1% | +13.5% | +16.7% |
| 1Y | +21.6% | -51.2% | +72.8% | +17.2% |
| 3Y | +46.0% | -95.9% | +141.9% | +23.6% |
| All | +22.9% | -97.3% | +120.2% | +9.0% |
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