-42.2%
DG vs TSLQ
-97.0%
+54.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.5% | +1.4% |
| 7D | +8.4% | -5.8% | +14.2% | +8.4% |
| 30D | +4.9% | -22.1% | +27.0% | +5.1% |
| 3M | +29.3% | +10.1% | +19.3% | +28.9% |
| 6M | -11.3% | -6.8% | -4.5% | -11.5% |
| YTD | +1.8% | +8.5% | -6.8% | +1.2% |
| 1Y | +25.3% | -49.7% | +75.1% | +25.8% |
| 3Y | +9.1% | -95.6% | +104.7% | +9.5% |
| All | -42.2% | -97.0% | +54.9% | -40.0% |
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