+2.1%
D vs TSLQ
-97.0%
+99.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | -0.4% |
| 7D | +1.5% | -5.8% | +7.2% | +1.4% |
| 30D | -2.6% | -22.1% | +19.5% | -2.7% |
| 3M | 0.0% | +10.1% | -10.0% | +0.1% |
| 6M | +7.4% | -6.8% | +14.1% | +7.4% |
| YTD | +15.9% | +8.5% | +7.3% | +16.2% |
| 1Y | +18.1% | -49.7% | +67.8% | +17.3% |
| 3Y | +58.4% | -95.6% | +154.0% | +54.6% |
| All | +2.1% | -97.0% | +99.1% | +7.3% |
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