+146.5%
ASX vs TSLQ
-17.8%
+164.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.4% | -10.4% | -2.0% |
| 7D | -14.6% | +9.8% | -24.4% | -12.0% |
| 30D | -21.1% | -6.0% | -15.0% | -21.4% |
| 3M | -3.1% | -35.0% | +31.9% | -11.6% |
| 6M | +17.4% | -24.9% | +42.3% | +21.2% |
| YTD | +135.3% | -12.7% | +148.0% | +147.7% |
| 1Y | +146.5% | -21.0% | +167.5% | +156.8% |
| All | +146.5% | -17.8% | +164.3% | +156.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling