+77.8%
ESI vs TSLQ
-97.0%
+174.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -0.2% |
| 7D | +5.5% | -16.8% | +22.4% | +3.2% |
| 30D | -7.8% | -18.0% | +10.2% | -9.0% |
| 3M | -15.0% | -34.5% | +19.5% | -17.8% |
| 6M | -24.9% | -8.9% | -16.0% | -22.6% |
| YTD | +33.2% | -19.0% | +52.2% | +37.4% |
| 1Y | +24.9% | -38.2% | +63.1% | +25.5% |
| 3Y | +77.8% | -96.9% | +174.7% | +54.2% |
| All | +77.8% | -97.0% | +174.8% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling