-23.0%
DOW vs TSLQ
-97.2%
+74.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.0% |
| 7D | -2.4% | +5.7% | -8.1% | -1.9% |
| 30D | -4.1% | -21.1% | +17.0% | -5.4% |
| 3M | -12.4% | -11.5% | -0.9% | -12.5% |
| 6M | -10.6% | -14.9% | +4.3% | -10.4% |
| YTD | +31.1% | +2.4% | +28.7% | +34.3% |
| 1Y | +30.5% | -49.8% | +80.3% | +26.9% |
| 3Y | -34.4% | -95.8% | +61.4% | -41.1% |
| All | -23.0% | -97.2% | +74.2% | -26.8% |
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