+44.2%
DT vs TSLQ
-97.2%
+141.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.8% |
| 7D | -1.6% | -6.6% | +5.0% | -2.2% |
| 30D | +3.0% | -24.3% | +27.3% | +0.9% |
| 3M | +26.5% | -3.6% | +30.1% | +28.0% |
| 6M | +35.9% | -12.0% | +47.9% | +37.5% |
| YTD | +17.8% | +1.4% | +16.5% | +21.5% |
| 1Y | +4.1% | -43.6% | +47.6% | +2.6% |
| 3Y | +5.3% | -95.4% | +100.7% | -6.0% |
| All | +44.2% | -97.2% | +141.4% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling