-7.7%
EFX vs TSLQ
-97.2%
+89.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -4.5% | -6.6% | +2.0% | -5.1% |
| 30D | -6.1% | -24.3% | +18.2% | -7.8% |
| 3M | +6.2% | -3.6% | +9.8% | +7.2% |
| 6M | -11.2% | -12.0% | +0.7% | -10.5% |
| YTD | -21.4% | +1.4% | -22.8% | -19.3% |
| 1Y | -34.3% | -43.6% | +9.2% | -35.3% |
| 3Y | -12.5% | -95.4% | +82.9% | -21.5% |
| All | -7.7% | -97.2% | +89.6% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling