+161.0%
DAL vs TSLQ
-97.0%
+258.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | +0.2% |
| 7D | -1.1% | -16.8% | +15.8% | -3.5% |
| 30D | +12.8% | -18.0% | +30.8% | +10.7% |
| 3M | -5.3% | -34.5% | +29.2% | -9.4% |
| 6M | +22.4% | -8.9% | +31.3% | +25.8% |
| YTD | +25.6% | -19.0% | +44.6% | +29.3% |
| 1Y | +45.5% | -38.2% | +83.7% | +44.9% |
| 3Y | +161.0% | -96.9% | +257.9% | +125.3% |
| All | +161.0% | -97.0% | +258.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling