+933.3%
EAT vs TSLQ
-97.0%
+1,030.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +1.9% |
| 7D | 0.0% | -5.8% | +5.8% | -0.5% |
| 30D | +1.9% | -22.1% | +24.0% | -0.7% |
| 3M | +68.7% | +10.1% | +58.6% | +73.4% |
| 6M | +66.9% | -6.8% | +73.7% | +70.0% |
| YTD | +60.4% | +8.5% | +51.9% | +67.3% |
| 1Y | +44.0% | -49.7% | +93.7% | +37.3% |
| 3Y | +604.7% | -95.6% | +700.3% | +482.5% |
| All | +933.3% | -97.0% | +1,030.3% | +890.9% |
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 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