+13.5%
EL vs TSLQ
-49.6%
+63.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | -6.5% | -6.6% | +0.1% | -7.1% |
| 30D | +11.1% | -24.3% | +35.4% | +8.4% |
| 3M | +10.7% | -3.6% | +14.3% | +11.8% |
| 6M | +6.9% | -12.0% | +18.8% | +8.0% |
| YTD | -6.3% | +1.4% | -7.7% | -4.3% |
| 1Y | +13.5% | -43.6% | +57.0% | +18.4% |
| All | +13.5% | -49.6% | +63.1% | +18.4% |
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