+85.2%
COST vs TSLQ
-97.3%
+182.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.8% | -8.0% | +5.2% | -3.1% |
| 30D | -5.3% | -23.8% | +18.5% | -6.3% |
| 3M | -6.7% | -7.0% | +0.3% | -6.3% |
| 6M | -9.9% | -17.1% | +7.2% | -9.8% |
| YTD | +5.1% | +0.1% | +5.1% | +6.8% |
| 1Y | -7.3% | -51.2% | +43.9% | -9.7% |
| 3Y | +70.4% | -95.9% | +166.3% | +53.4% |
| All | +85.2% | -97.3% | +182.4% | +72.2% |
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 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