-45.9%
DG vs TSLQ
-97.2%
+51.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -6.5% | -6.6% | +0.1% | -6.4% |
| 30D | +4.2% | -24.3% | +28.5% | +4.4% |
| 3M | +9.5% | -3.6% | +13.1% | +9.4% |
| 6M | -13.1% | -12.0% | -1.2% | -13.3% |
| YTD | -4.8% | +1.4% | -6.2% | -5.3% |
| 1Y | +20.6% | -43.6% | +64.2% | +20.9% |
| 3Y | +4.9% | -95.4% | +100.3% | +5.8% |
| All | -45.9% | -97.2% | +51.3% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling