+214.9%
B vs TSLQ
-97.3%
+312.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +1.0% | -8.0% | +9.0% | +0.7% |
| 30D | +9.5% | -23.8% | +33.3% | +8.2% |
| 3M | +14.3% | -7.0% | +21.3% | +15.0% |
| 6M | -1.9% | -17.1% | +15.2% | -1.1% |
| YTD | +4.1% | +0.1% | +4.0% | +5.7% |
| 1Y | +56.1% | -51.2% | +107.3% | +55.9% |
| 3Y | +202.0% | -95.9% | +297.9% | +188.9% |
| All | +214.9% | -97.3% | +312.1% | +228.4% |
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