+66.7%
AU vs TSLQ
-49.6%
+116.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.3% |
| 7D | -4.3% | -6.6% | +2.3% | -5.4% |
| 30D | +7.3% | -24.3% | +31.6% | +3.0% |
| 3M | +26.3% | -3.6% | +29.9% | +29.0% |
| 6M | +1.8% | -12.0% | +13.7% | +5.3% |
| YTD | +26.8% | +1.4% | +25.4% | +33.4% |
| 1Y | +66.7% | -43.6% | +110.2% | +68.4% |
| All | +66.7% | -49.6% | +116.3% | +68.4% |
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