+21.7%
AR vs TSLQ
-97.8%
+119.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | +0.4% |
| 7D | +7.4% | -16.8% | +24.2% | +5.7% |
| 30D | +5.8% | -18.0% | +23.7% | +4.5% |
| 3M | +5.2% | -34.5% | +39.7% | +2.3% |
| 6M | +5.4% | -8.9% | +14.4% | +7.2% |
| YTD | +12.4% | -19.0% | +31.4% | +14.2% |
| 1Y | +12.8% | -38.2% | +51.0% | +11.3% |
| 3Y | +47.2% | -96.9% | +144.1% | +21.6% |
| All | +21.7% | -97.8% | +119.5% | +6.6% |
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