+197.7%
DINO vs TSLQ
-97.2%
+294.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.2% |
| 7D | +1.5% | +5.7% | -4.2% | +1.9% |
| 30D | +25.9% | -21.1% | +47.0% | +24.4% |
| 3M | +53.2% | -11.5% | +64.7% | +53.5% |
| 6M | +105.5% | -14.9% | +120.4% | +106.6% |
| YTD | +139.2% | +2.4% | +136.8% | +144.6% |
| 1Y | +117.4% | -49.8% | +167.2% | +113.4% |
| 3Y | +99.3% | -95.8% | +195.1% | +82.6% |
| All | +197.7% | -97.2% | +294.9% | +185.8% |
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