+112.6%
DD vs TSLQ
-97.3%
+209.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.8% | -0.9% |
| 7D | -0.6% | -8.6% | +8.0% | -1.3% |
| 30D | -7.4% | -24.9% | +17.5% | -9.4% |
| 3M | -6.4% | -1.5% | -4.9% | -5.2% |
| 6M | -2.5% | -18.1% | +15.6% | -1.8% |
| YTD | +10.2% | -0.1% | +10.4% | +13.4% |
| 1Y | +36.9% | -51.4% | +88.3% | +33.8% |
| 3Y | +47.0% | -95.9% | +142.9% | +31.8% |
| All | +112.6% | -97.3% | +209.8% | +99.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling