+107.4%
EMR vs TSLQ
-97.2%
+204.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.1% |
| 7D | -1.2% | +5.7% | -6.9% | -0.6% |
| 30D | -9.4% | -21.1% | +11.7% | -11.2% |
| 3M | +8.6% | -11.5% | +20.1% | +8.9% |
| 6M | +6.7% | -14.9% | +21.6% | +7.9% |
| YTD | +13.1% | +2.4% | +10.6% | +17.1% |
| 1Y | +12.7% | -49.8% | +62.5% | +10.2% |
| 3Y | +58.1% | -95.8% | +153.9% | +39.6% |
| All | +107.4% | -97.2% | +204.6% | +93.9% |
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