+198.0%
DINO vs TSLQ
-97.2%
+295.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | +2.3% | -6.6% | +8.9% | +1.9% |
| 30D | +22.6% | -24.3% | +46.9% | +20.9% |
| 3M | +55.2% | -3.6% | +58.8% | +56.4% |
| 6M | +93.8% | -12.0% | +105.7% | +95.3% |
| YTD | +139.5% | +1.4% | +138.1% | +144.7% |
| 1Y | +115.3% | -43.6% | +158.9% | +113.1% |
| 3Y | +98.8% | -95.4% | +194.2% | +83.2% |
| All | +198.0% | -97.2% | +295.3% | +185.9% |
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