+44.7%
DG vs TSLQ
-17.8%
+62.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.4% | +2.1% | +8.5% |
| 7D | +12.3% | +9.8% | +2.4% | +12.3% |
| 30D | +19.3% | -6.0% | +25.3% | +19.3% |
| 3M | +11.9% | -35.0% | +46.9% | +11.1% |
| 6M | +25.0% | -24.9% | +49.9% | +24.2% |
| YTD | +8.7% | -12.7% | +21.4% | +9.6% |
| 1Y | +44.7% | -21.0% | +65.7% | +45.3% |
| All | +44.7% | -17.8% | +62.5% | +45.3% |
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