+85.5%
ETN vs TSLQ
-95.6%
+181.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | +3.5% | -6.6% | +10.1% | +2.7% |
| 30D | -7.5% | -24.3% | +16.8% | -10.3% |
| 3M | +8.3% | -3.6% | +11.9% | +10.2% |
| 6M | +20.2% | -12.0% | +32.1% | +23.0% |
| YTD | +34.7% | +1.4% | +33.3% | +40.9% |
| 1Y | +19.4% | -43.6% | +63.0% | +18.8% |
| 3Y | +85.5% | -95.4% | +180.9% | +66.1% |
| All | +85.5% | -95.6% | +181.1% | +66.1% |
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