+29.2%
DAL vs TSLQ
-49.0%
+78.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.0% | +6.5% | -2.4% |
| 7D | +3.4% | -8.6% | +11.9% | +2.5% |
| 30D | -13.6% | -24.9% | +11.3% | -16.1% |
| 3M | +1.2% | -1.5% | +2.7% | +3.1% |
| 6M | +34.5% | -18.1% | +52.6% | +35.2% |
| YTD | +14.7% | -0.1% | +14.8% | +17.6% |
| 1Y | +29.2% | -51.4% | +80.6% | +36.2% |
| All | +29.2% | -49.0% | +78.3% | +36.2% |
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 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