+38.3%
DD vs TSLQ
-50.5%
+88.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +1.3% |
| 7D | -3.5% | -5.8% | +2.3% | -3.8% |
| 30D | -10.3% | -22.1% | +11.8% | -11.8% |
| 3M | -7.5% | +10.1% | -17.6% | -5.4% |
| 6M | -8.0% | -6.8% | -1.2% | -6.4% |
| YTD | +10.5% | +8.5% | +1.9% | +13.1% |
| 1Y | +38.3% | -49.7% | +88.0% | +41.2% |
| All | +38.3% | -50.5% | +88.8% | +41.2% |
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