+3.0%
DUK vs TSLQ
-50.5%
+53.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | -1.5% |
| 7D | 0.0% | -5.8% | +5.8% | +0.2% |
| 30D | -1.7% | -22.1% | +20.4% | -0.7% |
| 3M | -0.4% | +10.1% | -10.5% | -1.4% |
| 6M | -7.2% | -6.8% | -0.5% | -7.8% |
| YTD | +5.3% | +8.5% | -3.3% | +4.2% |
| 1Y | +3.0% | -49.7% | +52.7% | +0.9% |
| All | +3.0% | -50.5% | +53.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling