+3.8%
EL vs TSLQ
-97.0%
+100.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.5% |
| 7D | +1.5% | -16.8% | +18.4% | -0.1% |
| 30D | +10.0% | -18.0% | +28.0% | +8.5% |
| 3M | +28.4% | -34.5% | +62.9% | +24.7% |
| 6M | +37.1% | -8.9% | +46.0% | +39.3% |
| YTD | +7.8% | -19.0% | +26.8% | +9.6% |
| 1Y | +26.0% | -38.2% | +64.3% | +25.6% |
| 3Y | +3.8% | -96.9% | +100.7% | -0.6% |
| All | +3.8% | -97.0% | +100.9% | -0.6% |
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