+126.2%
DRI vs TSLQ
-97.6%
+223.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +4.2% | +4.7% | -0.5% | +4.6% |
| 30D | +15.7% | -5.6% | +21.3% | +15.6% |
| 3M | +5.8% | -34.6% | +40.3% | +4.2% |
| 6M | +18.4% | -11.4% | +29.8% | +19.3% |
| YTD | +28.2% | -14.1% | +42.3% | +29.7% |
| 1Y | +35.9% | -20.7% | +56.6% | +37.2% |
| 3Y | +67.7% | -96.9% | +164.6% | +48.7% |
| All | +126.2% | -97.6% | +223.9% | +116.7% |
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