+32.4%
ET vs TSLQ
-49.6%
+82.1%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +0.2% | -6.6% | +6.8% | +0.3% |
| 30D | +2.9% | -24.3% | +27.2% | +2.9% |
| 3M | +16.8% | -3.6% | +20.4% | +16.7% |
| 6M | +18.9% | -12.0% | +30.8% | +19.3% |
| YTD | +37.7% | +1.4% | +36.3% | +39.3% |
| 1Y | +32.4% | -43.6% | +76.0% | +32.7% |
| All | +32.4% | -49.6% | +82.1% | +32.7% |
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