+144.0%
DE vs TSLQ
-97.3%
+241.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.1% | -2.3% |
| 7D | +0.7% | -8.6% | +9.3% | +0.3% |
| 30D | +9.6% | -24.9% | +34.5% | +8.1% |
| 3M | +19.0% | -1.5% | +20.5% | +20.0% |
| 6M | +16.1% | -18.1% | +34.1% | +16.6% |
| YTD | +47.0% | -0.1% | +47.1% | +49.7% |
| 1Y | +43.1% | -51.4% | +94.5% | +40.3% |
| 3Y | +77.5% | -95.9% | +173.4% | +61.8% |
| All | +144.0% | -97.3% | +241.3% | +132.2% |
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