+22.6%
EFA vs TSLQ
-50.5%
+73.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +1.0% |
| 7D | +0.6% | -5.8% | +6.4% | +0.3% |
| 30D | +0.9% | -22.1% | +23.0% | -0.7% |
| 3M | +4.9% | +10.1% | -5.2% | +7.0% |
| 6M | +8.6% | -6.8% | +15.3% | +9.9% |
| YTD | +14.6% | +8.5% | +6.1% | +17.0% |
| 1Y | +22.6% | -49.7% | +72.4% | +23.8% |
| All | +22.6% | -50.5% | +73.1% | +23.8% |
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 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