+17.0%
DIS vs TSLQ
-97.3%
+114.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.5% | -8.0% | +4.5% | -4.1% |
| 30D | +1.0% | -23.8% | +24.8% | -1.0% |
| 3M | +5.7% | -7.0% | +12.7% | +6.4% |
| 6M | +3.3% | -17.1% | +20.4% | +3.7% |
| YTD | -7.7% | +0.1% | -7.8% | -5.2% |
| 1Y | -10.0% | -51.2% | +41.2% | -12.4% |
| 3Y | +31.7% | -95.9% | +127.6% | +14.9% |
| All | +17.0% | -97.3% | +114.3% | +8.0% |
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 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