+134.9%
AS vs TSLQ
-96.8%
+231.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | -0.5% |
| 7D | +6.9% | +19.7% | -12.8% | +9.6% |
| 30D | +16.0% | +4.1% | +11.9% | +17.2% |
| 3M | -12.8% | -30.9% | +18.0% | -15.7% |
| 6M | -15.4% | -13.6% | -1.8% | -14.4% |
| YTD | -15.7% | -2.6% | -13.2% | -12.2% |
| 1Y | +6.1% | -10.4% | +16.5% | +10.1% |
| All | +134.9% | -96.8% | +231.7% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling