+110.9%
ECL vs TSLQ
-97.8%
+208.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.8% |
| 7D | +2.9% | -16.8% | +19.7% | +2.0% |
| 30D | +7.5% | -18.0% | +25.5% | +6.8% |
| 3M | +12.2% | -34.5% | +46.7% | +10.6% |
| 6M | +24.6% | -8.9% | +33.5% | +25.7% |
| YTD | +18.8% | -19.0% | +37.8% | +19.8% |
| 1Y | +19.3% | -38.2% | +57.5% | +18.9% |
| 3Y | +78.2% | -96.9% | +175.1% | +60.3% |
| All | +110.9% | -97.8% | +208.7% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling