+31.6%
DUK vs TSLQ
-97.2%
+128.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | -0.7% | -6.6% | +5.9% | -0.6% |
| 30D | -2.4% | -24.3% | +21.9% | -2.1% |
| 3M | -3.0% | -3.6% | +0.6% | -3.1% |
| 6M | -6.6% | -12.0% | +5.4% | -6.7% |
| YTD | +4.6% | +1.4% | +3.2% | +4.3% |
| 1Y | +1.2% | -43.6% | +44.8% | +1.3% |
| 3Y | +45.7% | -95.4% | +141.1% | +46.8% |
| All | +31.6% | -97.2% | +128.8% | +39.4% |
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