+258.3%
C vs TSLQ
-97.3%
+355.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.6% |
| 7D | +3.2% | -8.6% | +11.7% | +2.3% |
| 30D | +1.3% | -24.9% | +26.2% | -1.5% |
| 3M | +3.1% | -1.5% | +4.6% | +4.9% |
| 6M | +29.6% | -18.1% | +47.7% | +30.5% |
| YTD | +19.0% | -0.1% | +19.1% | +23.3% |
| 1Y | +45.6% | -51.4% | +97.0% | +41.6% |
| 3Y | +269.3% | -95.9% | +365.2% | +222.6% |
| All | +258.3% | -97.3% | +355.5% | +225.5% |
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 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