+41.5%
ESI vs TSLQ
-50.5%
+91.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.0% | +4.9% |
| 7D | +3.3% | -5.8% | +9.1% | +2.6% |
| 30D | -5.9% | -22.1% | +16.2% | -9.2% |
| 3M | -14.1% | +10.1% | -24.1% | -9.6% |
| 6M | +6.6% | -6.8% | +13.3% | +11.3% |
| YTD | +45.0% | +8.5% | +36.5% | +54.0% |
| 1Y | +41.5% | -49.7% | +91.2% | +47.0% |
| All | +41.5% | -50.5% | +91.9% | +47.0% |
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