+174.8%
DAL vs TSLQ
-97.3%
+272.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.5% | -2.7% |
| 7D | +3.4% | -8.6% | +11.9% | +2.2% |
| 30D | -13.6% | -24.9% | +11.3% | -16.8% |
| 3M | +1.2% | -1.5% | +2.7% | +3.5% |
| 6M | +34.5% | -18.1% | +52.6% | +36.0% |
| YTD | +14.7% | -0.1% | +14.8% | +20.5% |
| 1Y | +29.2% | -51.4% | +80.6% | +24.0% |
| 3Y | +100.0% | -95.9% | +195.9% | +65.4% |
| All | +174.8% | -97.3% | +272.0% | +147.8% |
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