+120.4%
AS vs TSLQ
-96.4%
+216.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.0% | -8.4% | +5.0% |
| 7D | -4.9% | -5.8% | +0.9% | -5.4% |
| 30D | -19.6% | -22.1% | +2.5% | -21.7% |
| 3M | -14.4% | +10.1% | -24.4% | -11.5% |
| 6M | -20.1% | -6.8% | -13.4% | -18.2% |
| YTD | -20.9% | +8.5% | -29.5% | -17.1% |
| 1Y | -21.9% | -49.7% | +27.9% | -24.5% |
| All | +120.4% | -96.4% | +216.8% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling