+43.6%
DE vs TSLQ
-49.6%
+93.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -2.6% | -6.6% | +4.0% | -2.7% |
| 30D | +9.0% | -24.3% | +33.3% | +8.4% |
| 3M | +19.1% | -3.6% | +22.8% | +19.5% |
| 6M | +14.4% | -12.0% | +26.3% | +15.0% |
| YTD | +45.9% | +1.4% | +44.6% | +46.0% |
| 1Y | +43.6% | -43.6% | +87.2% | +49.4% |
| All | +43.6% | -49.6% | +93.2% | +49.4% |
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