+96.8%
EEM vs TSLQ
-97.3%
+194.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.0% | +8.2% | -0.4% |
| 7D | +3.1% | -8.6% | +11.7% | +2.5% |
| 30D | +4.9% | -24.9% | +29.7% | +2.8% |
| 3M | +5.2% | -1.5% | +6.7% | +6.6% |
| 6M | +20.7% | -18.1% | +38.8% | +21.8% |
| YTD | +26.5% | -0.1% | +26.6% | +29.7% |
| 1Y | +37.8% | -51.4% | +89.2% | +36.4% |
| 3Y | +91.0% | -95.9% | +186.9% | +75.3% |
| All | +96.8% | -97.3% | +194.1% | +86.3% |
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