+174.9%
COMP vs TSLQ
-97.3%
+272.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.0% | +4.6% | -4.8% |
| 7D | +4.1% | -8.6% | +12.6% | +2.6% |
| 30D | -14.5% | -24.9% | +10.3% | -18.3% |
| 3M | +41.8% | -1.5% | +43.3% | +46.3% |
| 6M | +23.6% | -18.1% | +41.6% | +26.0% |
| YTD | +1.7% | -0.1% | +1.8% | +8.6% |
| 1Y | +12.6% | -51.4% | +63.9% | +7.2% |
| 3Y | +221.9% | -95.9% | +317.8% | +136.3% |
| All | +174.9% | -97.3% | +272.2% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling