+652.6%
ASX vs TSLQ
-97.6%
+750.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -11.1% | +19.7% | +6.5% |
| 7D | -12.3% | +8.5% | -20.8% | -9.4% |
| 30D | -26.0% | -4.8% | -21.2% | -24.7% |
| 3M | -8.1% | -34.9% | +26.8% | -11.4% |
| 6M | +1.4% | -10.6% | +12.0% | +7.5% |
| YTD | +115.6% | -13.4% | +128.9% | +131.3% |
| 1Y | +128.0% | -25.9% | +153.9% | +140.8% |
| 3Y | +371.4% | -96.9% | +468.3% | +288.9% |
| All | +652.6% | -97.6% | +750.2% | +557.1% |
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