+161.1%
COMP vs TSLQ
-97.3%
+258.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -8.4% | +19.1% | +9.2% |
| 7D | +13.4% | +19.7% | -6.2% | +18.2% |
| 30D | +11.1% | +4.1% | +7.0% | +13.3% |
| 3M | -18.8% | -30.9% | +12.0% | -22.4% |
| 6M | +10.5% | -13.6% | +24.1% | +13.6% |
| YTD | -3.4% | -2.6% | -0.8% | +4.2% |
| 1Y | +19.7% | -10.4% | +30.1% | +28.4% |
| 3Y | +381.6% | -96.4% | +478.0% | +232.7% |
| All | +161.1% | -97.3% | +258.5% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling