+767.5%
AU vs TSLQ
-97.2%
+864.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.1% |
| 7D | -7.0% | +5.7% | -12.7% | -6.6% |
| 30D | +7.3% | -21.1% | +28.4% | +6.2% |
| 3M | +33.2% | -11.5% | +44.7% | +33.7% |
| 6M | -0.6% | -14.9% | +14.3% | +0.4% |
| YTD | +26.2% | +2.4% | +23.7% | +28.3% |
| 1Y | +68.3% | -49.8% | +118.0% | +69.0% |
| 3Y | +592.1% | -95.8% | +687.9% | +556.5% |
| All | +767.5% | -97.2% | +864.7% | +830.5% |
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