+7.4%
EQT vs TSLQ
-49.6%
+57.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -2.0% | -6.6% | +4.6% | -2.1% |
| 30D | 0.0% | -24.3% | +24.3% | -0.5% |
| 3M | +5.9% | -3.6% | +9.5% | +6.2% |
| 6M | -14.8% | -12.0% | -2.8% | -14.2% |
| YTD | +1.8% | +1.4% | +0.4% | +3.7% |
| 1Y | +7.4% | -43.6% | +50.9% | +5.6% |
| All | +7.4% | -49.6% | +57.0% | +5.6% |
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 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