-23.2%
DOW vs TSLQ
-97.3%
+74.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.0% | +8.4% | -0.1% |
| 7D | -2.9% | -8.6% | +5.6% | -3.4% |
| 30D | +2.0% | -24.9% | +26.8% | +0.2% |
| 3M | -12.5% | -1.5% | -11.0% | -11.7% |
| 6M | -9.2% | -18.1% | +8.9% | -9.3% |
| YTD | +30.8% | -0.1% | +30.9% | +33.7% |
| 1Y | +29.4% | -51.4% | +80.8% | +25.5% |
| 3Y | -34.6% | -95.9% | +61.4% | -41.3% |
| All | -23.2% | -97.3% | +74.1% | -27.1% |
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