+85.6%
COST vs TSLQ
-97.2%
+182.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.2% |
| 7D | -1.2% | -6.6% | +5.4% | -1.5% |
| 30D | -4.7% | -24.3% | +19.6% | -5.8% |
| 3M | -7.1% | -3.6% | -3.5% | -6.7% |
| 6M | -8.5% | -12.0% | +3.4% | -8.1% |
| YTD | +5.4% | +1.4% | +4.0% | +7.1% |
| 1Y | -5.6% | -43.6% | +37.9% | -7.1% |
| 3Y | +68.5% | -95.4% | +163.9% | +54.0% |
| All | +85.6% | -97.2% | +182.8% | +72.7% |
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 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