+86.1%
ARM vs TSLQ
-50.5%
+136.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.0% | -8.1% | +7.0% |
| 7D | +5.5% | -5.8% | +11.2% | +4.2% |
| 30D | -8.2% | -22.1% | +13.9% | -13.6% |
| 3M | -35.9% | +10.1% | -46.0% | -30.1% |
| 6M | +103.1% | -6.8% | +109.9% | +117.0% |
| YTD | +130.6% | +8.5% | +122.1% | +156.4% |
| 1Y | +86.1% | -49.7% | +135.8% | +95.2% |
| All | +86.1% | -50.5% | +136.6% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling