+15.0%
EEM vs TSLQ
-17.8%
+32.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | +1.7% |
| 7D | -3.0% | +9.8% | -12.8% | -1.7% |
| 30D | -10.3% | -6.0% | -4.3% | -10.8% |
| 3M | -6.6% | -35.0% | +28.4% | -11.1% |
| 6M | -3.4% | -24.9% | +21.6% | -3.0% |
| YTD | +13.2% | -12.7% | +25.9% | +15.3% |
| 1Y | +15.0% | -21.0% | +36.0% | +16.5% |
| All | +15.0% | -17.8% | +32.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling