+64.8%
EFA vs TSLQ
-95.6%
+160.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | -1.5% | -6.6% | +5.1% | -1.9% |
| 30D | -1.7% | -24.3% | +22.6% | -3.1% |
| 3M | +3.5% | -3.6% | +7.1% | +4.2% |
| 6M | +9.5% | -12.0% | +21.4% | +10.4% |
| YTD | +12.9% | +1.4% | +11.5% | +15.0% |
| 1Y | +18.2% | -43.6% | +61.8% | +17.6% |
| 3Y | +64.8% | -95.4% | +160.2% | +58.6% |
| All | +64.8% | -95.6% | +160.4% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling