+721.6%
ASX vs TSLQ
-97.0%
+818.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +2.2% |
| 7D | -0.7% | -5.8% | +5.1% | -1.5% |
| 30D | +2.0% | -22.1% | +24.1% | -1.7% |
| 3M | -1.3% | +10.1% | -11.4% | +4.4% |
| 6M | +71.4% | -6.8% | +78.2% | +80.2% |
| YTD | +135.3% | +8.5% | +126.8% | +154.4% |
| 1Y | +267.5% | -49.7% | +317.2% | +263.9% |
| 3Y | +388.5% | -95.6% | +484.1% | +319.8% |
| All | +721.6% | -97.0% | +818.6% | +622.8% |
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