+660.1%
EME vs TSLQ
-97.3%
+757.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | +2.7% | -8.0% | +10.7% | +1.9% |
| 30D | -6.8% | -23.8% | +17.0% | -9.5% |
| 3M | -8.8% | -7.0% | -1.8% | -7.7% |
| 6M | +5.0% | -17.1% | +22.1% | +6.2% |
| YTD | +23.5% | +0.1% | +23.4% | +28.5% |
| 1Y | +21.3% | -51.2% | +72.5% | +19.2% |
| 3Y | +241.1% | -95.9% | +337.0% | +200.4% |
| All | +660.1% | -97.3% | +757.3% | +611.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling