+4.9%
D vs TSLQ
-97.8%
+102.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.2% |
| 7D | -1.4% | -16.8% | +15.5% | -1.4% |
| 30D | +7.7% | -18.0% | +25.7% | +7.7% |
| 3M | -0.3% | -34.5% | +34.2% | -0.4% |
| 6M | +10.1% | -8.9% | +19.0% | +10.2% |
| YTD | +19.1% | -19.0% | +38.1% | +19.3% |
| 1Y | +15.9% | -38.2% | +54.1% | +15.8% |
| 3Y | +75.0% | -96.9% | +171.9% | +69.8% |
| All | +4.9% | -97.8% | +102.7% | +10.2% |
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 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