-99.9%
DFNS vs TSLQ
-95.6%
-4.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.6% |
| 7D | +4.6% | -8.0% | +12.6% | +2.8% |
| 30D | -73.9% | -23.8% | -50.1% | -75.1% |
| 3M | -71.7% | -7.0% | -64.7% | -69.9% |
| 6M | -94.6% | -17.1% | -77.5% | -94.2% |
| YTD | -98.1% | +0.1% | -98.1% | -97.8% |
| 1Y | -98.3% | -51.2% | -47.1% | -98.2% |
| All | -99.9% | -95.6% | -4.2% | -99.9% |
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