+179.0%
DAL vs TSLQ
-97.0%
+276.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.0% | -10.2% | +3.6% |
| 7D | +0.1% | -5.8% | +5.9% | -0.6% |
| 30D | -13.9% | -22.1% | +8.2% | -16.8% |
| 3M | +1.1% | +10.1% | -9.0% | +5.3% |
| 6M | +26.2% | -6.8% | +33.0% | +30.2% |
| YTD | +16.4% | +8.5% | +7.9% | +23.9% |
| 1Y | +33.9% | -49.7% | +83.6% | +29.0% |
| 3Y | +93.4% | -95.6% | +189.0% | +61.4% |
| All | +179.0% | -97.0% | +276.0% | +154.7% |
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