+103.1%
ARM vs TSLQ
-10.8%
+113.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.0% | -8.1% | +7.5% |
| 7D | +5.5% | -5.8% | +11.2% | +3.9% |
| 30D | -8.2% | -22.1% | +13.9% | -14.8% |
| 3M | -35.9% | +10.1% | -46.0% | -28.1% |
| 6M | +103.1% | -6.8% | +109.9% | +136.7% |
| All | +103.1% | -10.8% | +113.9% | +136.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling