+42.0%
DT vs TSLQ
-97.3%
+139.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.0% | +4.9% | -3.8% |
| 7D | -4.9% | -8.6% | +3.7% | -5.5% |
| 30D | +2.7% | -24.9% | +27.6% | +0.5% |
| 3M | +20.0% | -1.5% | +21.5% | +21.7% |
| 6M | +28.0% | -18.1% | +46.1% | +28.6% |
| YTD | +16.0% | -0.1% | +16.1% | +19.5% |
| 1Y | +0.7% | -51.4% | +52.1% | -2.1% |
| 3Y | +6.2% | -95.9% | +102.1% | -7.8% |
| All | +42.0% | -97.3% | +139.3% | +27.8% |
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 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