+143.3%
DELL vs TSLQ
-17.8%
+161.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.4% | -15.3% | -7.6% |
| 7D | -24.6% | +9.8% | -34.4% | -23.1% |
| 30D | -32.5% | -6.0% | -26.4% | -32.6% |
| 3M | -20.2% | -35.0% | +14.8% | -23.7% |
| 6M | +76.5% | -24.9% | +101.4% | +75.8% |
| YTD | +198.9% | -12.7% | +211.6% | +207.0% |
| 1Y | +143.3% | -21.0% | +164.3% | +149.3% |
| All | +143.3% | -17.8% | +161.1% | +149.3% |
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