+15.9%
D vs TSLQ
-32.4%
+48.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -1.4% | -16.8% | +15.5% | -0.8% |
| 30D | +7.7% | -18.0% | +25.7% | +8.3% |
| 3M | -0.3% | -34.5% | +34.2% | +0.8% |
| 6M | +10.1% | -8.9% | +19.0% | +9.4% |
| YTD | +19.1% | -19.0% | +38.1% | +18.1% |
| 1Y | +15.9% | -38.2% | +54.1% | +13.4% |
| All | +15.9% | -32.4% | +48.3% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling