+260.8%
C vs TSLQ
-97.0%
+357.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | +1.0% |
| 7D | +3.6% | -5.8% | +9.4% | +3.2% |
| 30D | +0.1% | -22.1% | +22.2% | -2.3% |
| 3M | +2.4% | +10.1% | -7.6% | +5.6% |
| 6M | +24.9% | -6.8% | +31.7% | +27.6% |
| YTD | +19.8% | +8.5% | +11.3% | +25.3% |
| 1Y | +44.9% | -49.7% | +94.6% | +41.3% |
| 3Y | +263.0% | -95.6% | +358.6% | +219.2% |
| All | +260.8% | -97.0% | +357.9% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling