-99.9%
DFNS vs TSLQ
-97.3%
-2.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -2.8% |
| 7D | +0.8% | -8.6% | +9.4% | -1.0% |
| 30D | -73.2% | -24.9% | -48.3% | -74.4% |
| 3M | -72.4% | -1.5% | -70.9% | -70.4% |
| 6M | -95.2% | -18.1% | -77.2% | -94.9% |
| YTD | -98.0% | -0.1% | -97.9% | -97.7% |
| 1Y | -98.3% | -51.4% | -46.9% | -98.2% |
| 3Y | -99.9% | -95.9% | -4.0% | -99.9% |
| All | -99.9% | -97.3% | -2.6% | -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 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