+10.5%
COMP vs TSLQ
-19.1%
+29.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.4% | +19.1% | +9.4% |
| 7D | +13.4% | +19.7% | -6.2% | +16.8% |
| 30D | +11.1% | +4.1% | +7.0% | +12.8% |
| 3M | -18.8% | -30.9% | +12.0% | -21.5% |
| 6M | +10.5% | -13.6% | +24.1% | +13.3% |
| All | +10.5% | -19.1% | +29.6% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling