+18.3%
DIS vs TSLQ
-97.0%
+115.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.0% | -13.7% | -0.7% |
| 7D | -2.6% | -5.8% | +3.2% | -2.9% |
| 30D | +3.5% | -22.1% | +25.6% | +1.6% |
| 3M | +6.8% | +10.1% | -3.2% | +9.3% |
| 6M | +3.0% | -6.8% | +9.8% | +4.5% |
| YTD | -6.7% | +8.5% | -15.3% | -3.5% |
| 1Y | -10.1% | -49.7% | +39.6% | -12.4% |
| 3Y | +33.0% | -95.6% | +128.7% | +16.4% |
| All | +18.3% | -97.0% | +115.3% | +9.9% |
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