+17.2%
COMP vs TSLQ
-10.8%
+28.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.0% | -11.4% | +3.2% |
| 7D | +1.4% | -5.8% | +7.2% | +0.4% |
| 30D | -13.3% | -22.1% | +8.8% | -17.4% |
| 3M | +41.1% | +10.1% | +31.1% | +52.9% |
| 6M | +17.2% | -6.8% | +23.9% | +27.5% |
| All | +17.2% | -10.8% | +28.0% | +27.5% |
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