+219.9%
AUR vs TSLQ
-97.2%
+317.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.2% |
| 7D | +1.4% | -6.6% | +8.0% | -0.8% |
| 30D | -6.4% | -24.3% | +17.9% | -13.6% |
| 3M | +7.7% | -3.6% | +11.3% | +14.2% |
| 6M | +44.5% | -12.0% | +56.5% | +56.8% |
| YTD | +67.4% | +1.4% | +66.1% | +93.9% |
| 1Y | +15.4% | -43.6% | +59.0% | +14.2% |
| 3Y | +94.8% | -95.4% | +190.2% | +41.7% |
| All | +219.9% | -97.2% | +317.1% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling