+19.3%
ETN vs TSLQ
-50.5%
+69.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | +5.2% |
| 7D | +2.0% | -5.8% | +7.8% | +1.3% |
| 30D | -7.9% | -22.1% | +14.2% | -10.9% |
| 3M | -1.6% | +10.1% | -11.7% | +2.5% |
| 6M | +16.9% | -6.8% | +23.6% | +21.2% |
| YTD | +30.1% | +8.5% | +21.5% | +37.3% |
| 1Y | +19.3% | -49.7% | +69.0% | +22.3% |
| All | +19.3% | -50.5% | +69.8% | +22.3% |
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 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