+161.1%
COMP vs TSLQ
-97.8%
+258.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +2.4% |
| 7D | 0.0% | -16.8% | +16.8% | -3.1% |
| 30D | +16.6% | -18.0% | +34.5% | +13.9% |
| 3M | -23.5% | -34.5% | +11.0% | -27.5% |
| 6M | +25.7% | -8.9% | +34.7% | +30.8% |
| YTD | -3.4% | -19.0% | +15.6% | +0.9% |
| 1Y | +7.6% | -38.2% | +45.8% | +7.9% |
| 3Y | +423.6% | -96.9% | +520.5% | +254.2% |
| All | +161.1% | -97.8% | +258.9% | +94.2% |
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