+33.9%
DIS vs TSLQ
-97.6%
+131.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | +4.4% | +4.7% | -0.3% | +5.1% |
| 30D | +10.3% | -5.6% | +15.9% | +10.2% |
| 3M | +15.5% | -34.6% | +50.1% | +12.4% |
| 6M | +11.2% | -11.4% | +22.6% | +12.5% |
| YTD | +5.6% | -14.1% | +19.7% | +7.7% |
| 1Y | +7.7% | -20.7% | +28.5% | +9.6% |
| 3Y | +39.3% | -96.9% | +136.2% | +17.1% |
| All | +33.9% | -97.6% | +131.5% | +22.6% |
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 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