-98.3%
DFNS vs TSLQ
-50.5%
-47.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +6.6% |
| 7D | -16.0% | -5.8% | -10.2% | -17.4% |
| 30D | -77.7% | -22.1% | -55.6% | -79.4% |
| 3M | -77.2% | +10.1% | -87.2% | -72.0% |
| 6M | -95.2% | -6.8% | -88.4% | -94.3% |
| YTD | -98.0% | +8.5% | -106.5% | -97.2% |
| 1Y | -98.3% | -49.7% | -48.5% | -98.1% |
| All | -98.3% | -50.5% | -47.8% | -98.1% |
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