+802.4%
ASX vs TSLQ
-97.3%
+899.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.6% |
| 7D | +11.1% | -8.0% | +19.1% | +9.9% |
| 30D | +9.6% | -23.8% | +33.4% | +5.4% |
| 3M | +18.6% | -7.0% | +25.6% | +21.6% |
| 6M | +92.1% | -17.1% | +109.2% | +98.3% |
| YTD | +158.5% | +0.1% | +158.4% | +176.0% |
| 1Y | +271.9% | -51.2% | +323.1% | +266.4% |
| 3Y | +465.2% | -95.9% | +561.2% | +381.2% |
| All | +802.4% | -97.3% | +899.7% | +684.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling