+214.9%
AUR vs TSLQ
-97.2%
+312.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -1.8% |
| 7D | +0.2% | +5.7% | -5.5% | +2.4% |
| 30D | -8.9% | -21.1% | +12.2% | -14.7% |
| 3M | +4.6% | -11.5% | +16.1% | +7.7% |
| 6M | +44.9% | -14.9% | +59.8% | +55.4% |
| YTD | +64.8% | +2.4% | +62.4% | +91.6% |
| 1Y | +16.4% | -49.8% | +66.1% | +10.7% |
| 3Y | +85.1% | -95.8% | +180.9% | +26.1% |
| All | +214.9% | -97.2% | +312.1% | +123.9% |
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