-100.0%
DFNS vs TSLQ
-97.0%
-2.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -5.8% | +18.5% | +11.0% |
| 7D | -13.0% | -7.3% | -5.7% | -13.2% |
| 30D | -56.9% | -13.2% | -43.6% | -57.4% |
| 3M | -93.2% | -37.6% | -55.6% | -93.7% |
| 6M | -95.4% | -9.3% | -86.1% | -94.9% |
| YTD | -99.5% | -19.1% | -80.5% | -99.4% |
| 1Y | -99.6% | -27.2% | -72.4% | -99.6% |
| All | -100.0% | -97.0% | -2.9% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling