+1,352.3%
DELL vs TSLQ
-97.2%
+1,449.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.0% | +13.0% | +11.8% |
| 7D | +8.2% | -6.6% | +14.8% | +7.3% |
| 30D | +17.1% | -24.3% | +41.4% | +13.2% |
| 3M | +45.2% | -3.6% | +48.8% | +48.3% |
| 6M | +286.8% | -12.0% | +298.7% | +296.1% |
| YTD | +354.8% | +1.4% | +353.4% | +379.4% |
| 1Y | +358.3% | -43.6% | +401.8% | +353.4% |
| 3Y | +724.9% | -95.4% | +820.3% | +596.3% |
| All | +1,352.3% | -97.2% | +1,449.5% | +1,205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling