+36.7%
ARM vs TSLQ
-26.3%
+63.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -5.8% | +17.8% | +10.1% |
| 7D | +6.0% | -7.3% | +13.3% | +5.6% |
| 30D | -20.3% | -13.2% | -7.1% | -21.3% |
| 3M | -24.4% | -37.6% | +13.3% | -30.6% |
| 6M | -4.4% | -9.3% | +4.9% | +3.1% |
| YTD | +86.0% | -19.1% | +105.1% | +95.1% |
| All | +36.7% | -26.3% | +63.1% | +38.4% |
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