+51.9%
DOW vs TSLQ
-17.8%
+69.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.7% | -3.5% |
| 7D | -4.2% | +9.8% | -14.0% | -4.6% |
| 30D | +14.7% | -6.0% | +20.7% | +14.9% |
| 3M | +9.1% | -35.0% | +44.1% | +11.3% |
| 6M | -17.7% | -24.9% | +7.3% | -17.4% |
| YTD | +44.6% | -12.7% | +57.3% | +44.1% |
| 1Y | +51.9% | -21.0% | +72.9% | +51.5% |
| All | +51.9% | -17.8% | +69.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling