+42.5%
DD vs TSLQ
-95.5%
+138.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.3% |
| 7D | -2.9% | +5.7% | -8.6% | -2.4% |
| 30D | -11.5% | -21.1% | +9.6% | -13.0% |
| 3M | -5.4% | -11.5% | +6.1% | -5.1% |
| 6M | -6.9% | -14.9% | +8.0% | -5.9% |
| YTD | +6.9% | +2.4% | +4.5% | +10.1% |
| 1Y | +35.6% | -49.8% | +85.4% | +33.0% |
| All | +42.5% | -95.5% | +138.0% | +33.9% |
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