+174.6%
ARM vs TSLQ
-95.6%
+270.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.4% | +13.1% | +2.6% |
| 7D | -15.2% | +19.7% | -34.9% | -10.0% |
| 30D | -40.7% | +4.1% | -44.8% | -38.6% |
| 3M | -39.1% | -30.9% | -8.2% | -41.8% |
| 6M | -26.4% | -13.6% | -12.8% | -21.7% |
| YTD | +59.7% | -2.6% | +62.3% | +79.9% |
| 1Y | +10.3% | -10.4% | +20.8% | +23.6% |
| 3Y | +228.9% | -96.4% | +325.2% | +164.2% |
| All | +174.6% | -95.6% | +270.2% | +158.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling