+98.4%
DECK vs TSLQ
-97.1%
+195.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +21.8% | -23.3% | +1.2% |
| 7D | +6.0% | +32.9% | -26.9% | +10.2% |
| 30D | +7.4% | +15.4% | -7.9% | +9.9% |
| 3M | -11.7% | -23.7% | +12.0% | -13.7% |
| 6M | -11.0% | -10.1% | -0.9% | -9.3% |
| YTD | -15.4% | +6.3% | -21.7% | -10.4% |
| 1Y | +7.2% | +4.6% | +2.7% | +14.1% |
| 3Y | -11.8% | -96.0% | +84.2% | -25.8% |
| All | +98.4% | -97.1% | +195.5% | +79.4% |
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 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