+414.9%
COMP vs TSLQ
-97.1%
+512.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -2.6% |
| 7D | +8.9% | -26.6% | +35.5% | +5.1% |
| 30D | +14.0% | -17.5% | +31.5% | +12.3% |
| 3M | -21.1% | -41.7% | +20.6% | -24.8% |
| 6M | +20.1% | -16.9% | +37.0% | +21.8% |
| YTD | -5.0% | -21.9% | +16.9% | -3.0% |
| 1Y | +5.7% | -32.5% | +38.2% | +7.0% |
| All | +414.9% | -97.1% | +512.0% | +420.7% |
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