+214.2%
ET vs TSLQ
-97.0%
+311.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +0.9% |
| 7D | +0.9% | -5.8% | +6.7% | +0.7% |
| 30D | +7.5% | -22.1% | +29.6% | +6.3% |
| 3M | +11.4% | +10.1% | +1.4% | +13.0% |
| 6M | +18.5% | -6.8% | +25.3% | +19.6% |
| YTD | +37.4% | +8.5% | +28.8% | +40.4% |
| 1Y | +30.9% | -49.7% | +80.7% | +28.3% |
| 3Y | +98.7% | -95.6% | +194.4% | +82.3% |
| All | +214.2% | -97.0% | +311.2% | +209.3% |
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