-9.0%
AUR vs TSLQ
-17.8%
+8.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.9% | -2.2% |
| 7D | -19.8% | +9.8% | -29.7% | -17.0% |
| 30D | -29.0% | -6.0% | -23.0% | -29.7% |
| 3M | -43.6% | -35.0% | -8.6% | -49.4% |
| 6M | -36.6% | -24.9% | -11.7% | -35.3% |
| YTD | +6.3% | -12.7% | +18.9% | +11.8% |
| 1Y | -9.0% | -21.0% | +12.0% | -5.2% |
| All | -9.0% | -17.8% | +8.7% | -5.2% |
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