-100.0%
DFNS vs TSLQ
-97.8%
-2.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.7% | -9.2% | -4.5% |
| 7D | -6.0% | -16.8% | +10.9% | -10.3% |
| 30D | -71.2% | -18.0% | -53.2% | -71.9% |
| 3M | -94.5% | -34.5% | -60.1% | -94.8% |
| 6M | -96.5% | -8.9% | -87.6% | -96.2% |
| YTD | -99.6% | -19.0% | -80.6% | -99.6% |
| 1Y | -99.7% | -38.2% | -61.5% | -99.7% |
| 3Y | -100.0% | -96.9% | -3.1% | -100.0% |
| All | -100.0% | -97.8% | -2.2% | -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 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