+771.6%
ASX vs TSLQ
-97.3%
+868.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.0% | +14.0% | +4.7% |
| 7D | +6.3% | -8.6% | +14.9% | +5.0% |
| 30D | +6.4% | -24.9% | +31.3% | +2.0% |
| 3M | +13.1% | -1.5% | +14.7% | +17.1% |
| 6M | +90.3% | -18.1% | +108.4% | +96.1% |
| YTD | +149.6% | -0.1% | +149.7% | +166.5% |
| 1Y | +249.2% | -51.4% | +300.5% | +243.8% |
| 3Y | +445.9% | -95.9% | +541.8% | +364.6% |
| All | +771.6% | -97.3% | +868.8% | +656.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling