+1,270.3%
DELL vs TSLQ
-97.3%
+1,367.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +8.7% | -8.0% | +16.7% | +7.7% |
| 30D | +16.9% | -23.8% | +40.7% | +13.1% |
| 3M | +40.4% | -7.0% | +47.4% | +42.9% |
| 6M | +267.1% | -17.1% | +284.2% | +272.5% |
| YTD | +329.1% | +0.1% | +329.0% | +351.3% |
| 1Y | +346.9% | -51.2% | +398.1% | +333.0% |
| 3Y | +696.6% | -95.9% | +792.6% | +563.5% |
| All | +1,270.3% | -97.3% | +1,367.6% | +1,128.4% |
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