+117.5%
ESI vs TSLQ
-97.0%
+214.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.0% | +4.5% |
| 7D | +3.3% | -5.8% | +9.1% | +2.8% |
| 30D | -5.9% | -22.1% | +16.2% | -8.5% |
| 3M | -14.1% | +10.1% | -24.1% | -10.6% |
| 6M | +6.6% | -6.8% | +13.3% | +10.2% |
| YTD | +45.0% | +8.5% | +36.5% | +53.5% |
| 1Y | +41.5% | -49.7% | +91.2% | +39.0% |
| 3Y | +78.8% | -95.6% | +174.4% | +53.6% |
| All | +117.5% | -97.0% | +214.5% | +92.5% |
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