-57.6%
EL vs TSLQ
-97.2%
+39.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.1% |
| 7D | -4.4% | +5.7% | -10.0% | -3.7% |
| 30D | +10.3% | -21.1% | +31.4% | +8.2% |
| 3M | +13.4% | -11.5% | +24.9% | +13.9% |
| 6M | +3.1% | -14.9% | +18.0% | +4.3% |
| YTD | -6.9% | +2.4% | -9.3% | -3.5% |
| 1Y | +11.9% | -49.8% | +61.7% | +9.5% |
| 3Y | -33.8% | -95.8% | +62.0% | -41.3% |
| All | -57.6% | -97.2% | +39.6% | -59.5% |
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