+32.9%
ED vs TSLQ
-97.2%
+130.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.8% |
| 7D | -1.9% | +5.7% | -7.5% | -2.0% |
| 30D | +0.1% | -21.1% | +21.2% | +0.6% |
| 3M | 0.0% | -11.5% | +11.5% | -0.1% |
| 6M | -2.5% | -14.9% | +12.4% | -2.7% |
| YTD | +10.1% | +2.4% | +7.7% | +9.4% |
| 1Y | +13.6% | -49.8% | +63.4% | +14.0% |
| 3Y | +32.4% | -95.8% | +128.3% | +34.7% |
| All | +32.9% | -97.2% | +130.1% | +42.2% |
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