-46.6%
DG vs TSLQ
-97.2%
+50.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.3% |
| 7D | -6.3% | +5.7% | -12.0% | -6.3% |
| 30D | +2.4% | -21.1% | +23.5% | +2.6% |
| 3M | +12.4% | -11.5% | +23.9% | +12.3% |
| 6M | -14.9% | -14.9% | 0.0% | -15.1% |
| YTD | -6.1% | +2.4% | -8.5% | -6.5% |
| 1Y | +17.9% | -49.8% | +67.6% | +18.3% |
| 3Y | +3.1% | -95.8% | +99.0% | +3.6% |
| All | -46.6% | -97.2% | +50.6% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling