+44.9%
C vs TSLQ
-50.5%
+95.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | +0.9% |
| 7D | +3.6% | -5.8% | +9.4% | +3.2% |
| 30D | +0.1% | -22.1% | +22.2% | -2.1% |
| 3M | +2.4% | +10.1% | -7.6% | +5.3% |
| 6M | +24.9% | -6.8% | +31.7% | +26.8% |
| YTD | +19.8% | +8.5% | +11.3% | +23.7% |
| 1Y | +44.9% | -49.7% | +94.6% | +46.4% |
| All | +44.9% | -50.5% | +95.3% | +46.4% |
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