+79.7%
DLR vs TSLQ
-97.3%
+176.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.0% | +8.6% | -0.1% |
| 7D | +3.4% | -8.6% | +12.0% | +2.8% |
| 30D | -2.2% | -24.9% | +22.7% | -4.2% |
| 3M | +4.7% | -1.5% | +6.2% | +6.0% |
| 6M | +9.0% | -18.1% | +27.1% | +9.5% |
| YTD | +24.1% | -0.1% | +24.3% | +27.4% |
| 1Y | +20.9% | -51.4% | +72.3% | +17.6% |
| 3Y | +60.0% | -95.9% | +156.0% | +40.7% |
| All | +79.7% | -97.3% | +176.9% | +62.4% |
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