+483.0%
EAT vs TSLQ
-97.0%
+580.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.7% |
| 7D | -4.0% | -16.8% | +12.9% | -5.5% |
| 30D | -2.9% | -18.0% | +15.1% | -4.2% |
| 3M | -16.9% | -34.5% | +17.6% | -19.3% |
| 6M | +57.0% | -8.9% | +65.9% | +59.7% |
| YTD | +38.2% | -19.0% | +57.2% | +40.5% |
| 1Y | +69.3% | -38.2% | +107.5% | +67.7% |
| 3Y | +483.0% | -96.9% | +579.9% | +411.7% |
| All | +483.0% | -97.0% | +580.0% | +411.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling