+26.0%
C vs TSLQ
-17.8%
+43.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.8% | +2.3% |
| 7D | +1.1% | +9.8% | -8.8% | +2.1% |
| 30D | -2.4% | -6.0% | +3.6% | -2.8% |
| 3M | -8.4% | -35.0% | +26.6% | -11.9% |
| 6M | +0.3% | -24.9% | +25.3% | -0.8% |
| YTD | +9.1% | -12.7% | +21.8% | +11.7% |
| 1Y | +26.0% | -21.0% | +47.0% | +28.4% |
| All | +26.0% | -17.8% | +43.8% | +28.4% |
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 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