+199.6%
ARM vs TSLQ
-96.3%
+296.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.7% | -8.4% | -3.7% |
| 7D | +9.1% | -16.8% | +26.0% | +4.6% |
| 30D | -19.9% | -18.0% | -2.0% | -21.7% |
| 3M | -31.6% | -34.5% | +2.9% | -35.4% |
| 6M | -13.9% | -8.9% | -5.0% | -7.2% |
| YTD | +74.3% | -19.0% | +93.3% | +88.3% |
| 1Y | +35.8% | -38.2% | +74.0% | +38.9% |
| 3Y | +268.6% | -96.9% | +365.5% | +187.1% |
| All | +199.6% | -96.3% | +296.0% | +170.9% |
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