-98.2%
DFNS vs TSLQ
-49.1%
-49.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +2.7% |
| 7D | -3.3% | +5.7% | -9.0% | -0.4% |
| 30D | -73.1% | -21.1% | -52.0% | -74.9% |
| 3M | -71.4% | -11.5% | -59.9% | -69.1% |
| 6M | -93.8% | -14.9% | -78.9% | -93.0% |
| YTD | -98.0% | +2.4% | -100.5% | -97.4% |
| 1Y | -98.2% | -49.8% | -48.4% | -98.1% |
| All | -98.2% | -49.1% | -49.1% | -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