+94.0%
DECK vs TSLQ
-97.0%
+191.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.0% | -10.4% | +3.1% |
| 7D | -2.2% | -5.8% | +3.6% | -2.8% |
| 30D | -13.6% | -22.1% | +8.5% | -15.9% |
| 3M | -21.2% | +10.1% | -31.3% | -18.4% |
| 6M | -21.1% | -6.8% | -14.3% | -19.0% |
| YTD | -17.2% | +8.5% | -25.8% | -12.7% |
| 1Y | -30.7% | -49.7% | +19.0% | -32.5% |
| 3Y | -3.4% | -95.6% | +92.3% | -17.4% |
| All | +94.0% | -97.0% | +191.0% | +74.8% |
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