+0.9%
D vs TSLQ
-97.3%
+98.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.4% | -8.0% | +7.6% | -0.5% |
| 30D | -2.1% | -23.8% | +21.7% | -2.2% |
| 3M | -0.7% | -7.0% | +6.3% | -0.7% |
| 6M | +5.6% | -17.1% | +22.7% | +5.6% |
| YTD | +14.6% | +0.1% | +14.5% | +14.8% |
| 1Y | +15.3% | -51.2% | +66.5% | +14.6% |
| 3Y | +59.1% | -95.9% | +155.0% | +55.4% |
| All | +0.9% | -97.3% | +98.2% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling