+23.9%
AR vs TSLQ
-97.0%
+120.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.0% | -12.7% | +0.4% |
| 7D | +2.5% | -5.8% | +8.3% | +2.1% |
| 30D | +14.8% | -22.1% | +36.9% | +12.5% |
| 3M | +6.2% | +10.1% | -3.8% | +8.8% |
| 6M | +4.3% | -6.8% | +11.1% | +5.6% |
| YTD | +14.4% | +8.5% | +5.8% | +18.4% |
| 1Y | +21.3% | -49.7% | +71.1% | +17.1% |
| 3Y | +39.8% | -95.6% | +135.4% | +18.9% |
| All | +23.9% | -97.0% | +120.9% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling