-2.1%
EME vs TSLQ
-17.8%
+15.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.4% | -16.1% | -8.6% |
| 7D | -5.8% | +9.8% | -15.6% | -4.2% |
| 30D | -17.9% | -6.0% | -11.9% | -18.2% |
| 3M | -22.0% | -35.0% | +13.0% | -26.3% |
| 6M | -29.7% | -24.9% | -4.8% | -30.3% |
| YTD | +4.7% | -12.7% | +17.4% | +8.9% |
| 1Y | -2.1% | -21.0% | +18.9% | +1.2% |
| All | -2.1% | -17.8% | +15.7% | +1.2% |
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