+216.5%
C vs TSLQ
-97.0%
+313.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +1.0% |
| 7D | -0.4% | -7.3% | +6.9% | -0.8% |
| 30D | -5.3% | -13.2% | +7.9% | -6.1% |
| 3M | -8.0% | -37.6% | +29.6% | -11.3% |
| 6M | -0.3% | -9.3% | +9.1% | +1.7% |
| YTD | +8.6% | -19.1% | +27.7% | +10.9% |
| 1Y | +25.8% | -27.2% | +53.0% | +27.7% |
| All | +216.5% | -97.0% | +313.5% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling