+20.3%
ARM vs TSLQ
-22.4%
+42.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.1% | +17.8% | +3.0% |
| 7D | -5.3% | +8.5% | -13.8% | -0.8% |
| 30D | -30.0% | -4.8% | -25.3% | -28.9% |
| 3M | -34.1% | -34.9% | +0.8% | -38.7% |
| 6M | -12.6% | -10.6% | -2.0% | -5.5% |
| YTD | +70.4% | -13.4% | +83.8% | +82.5% |
| All | +20.3% | -22.4% | +42.7% | +27.2% |
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