+75.8%
DLR vs TSLQ
-97.2%
+173.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -1.8% |
| 7D | -1.3% | +5.7% | -7.0% | -0.8% |
| 30D | -2.9% | -21.1% | +18.2% | -4.4% |
| 3M | +3.2% | -11.5% | +14.7% | +3.4% |
| 6M | +3.9% | -14.9% | +18.8% | +4.7% |
| YTD | +21.4% | +2.4% | +19.0% | +24.9% |
| 1Y | +9.7% | -49.8% | +59.5% | +6.9% |
| 3Y | +56.5% | -95.8% | +152.4% | +37.9% |
| All | +75.8% | -97.2% | +173.0% | +59.2% |
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