+199.3%
DINO vs TSLQ
-97.3%
+296.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.0% | +10.7% | +2.2% |
| 7D | +4.2% | -8.6% | +12.7% | +3.7% |
| 30D | +33.9% | -24.9% | +58.8% | +31.9% |
| 3M | +50.5% | -1.5% | +52.1% | +52.0% |
| 6M | +95.2% | -18.1% | +113.2% | +95.7% |
| YTD | +140.6% | -0.1% | +140.7% | +145.5% |
| 1Y | +119.0% | -51.4% | +170.3% | +114.5% |
| 3Y | +100.4% | -95.9% | +196.3% | +83.3% |
| All | +199.3% | -97.3% | +296.6% | +186.9% |
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 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