+75.9%
DE vs TSLQ
-95.6%
+171.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | -2.6% | -6.6% | +4.0% | -2.9% |
| 30D | +9.0% | -24.3% | +33.3% | +7.7% |
| 3M | +19.1% | -3.6% | +22.8% | +19.9% |
| 6M | +14.4% | -12.0% | +26.3% | +15.2% |
| YTD | +45.9% | +1.4% | +44.6% | +48.4% |
| 1Y | +43.6% | -43.6% | +87.2% | +42.3% |
| 3Y | +75.9% | -95.4% | +171.3% | +73.7% |
| All | +75.9% | -95.6% | +171.5% | +73.7% |
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