+113.0%
DD vs TSLQ
-97.0%
+210.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +1.4% |
| 7D | -3.5% | -5.8% | +2.3% | -3.9% |
| 30D | -10.3% | -22.1% | +11.8% | -12.0% |
| 3M | -7.5% | +10.1% | -17.6% | -5.3% |
| 6M | -8.0% | -6.8% | -1.2% | -6.3% |
| YTD | +10.5% | +8.5% | +1.9% | +14.4% |
| 1Y | +38.3% | -49.7% | +88.0% | +35.4% |
| 3Y | +42.5% | -95.6% | +138.1% | +28.4% |
| All | +113.0% | -97.0% | +210.0% | +100.8% |
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