+206.9%
B vs TSLQ
-97.2%
+304.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.4% |
| 7D | -5.0% | +5.7% | -10.7% | -4.7% |
| 30D | +8.7% | -21.1% | +29.8% | +7.6% |
| 3M | +17.3% | -11.5% | +28.8% | +17.6% |
| 6M | -5.0% | -14.9% | +9.9% | -4.2% |
| YTD | +1.4% | +2.4% | -1.0% | +3.2% |
| 1Y | +50.5% | -49.8% | +100.3% | +50.5% |
| 3Y | +194.4% | -95.8% | +290.2% | +182.0% |
| All | +206.9% | -97.2% | +304.1% | +220.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling