+123.3%
ETR vs TSLQ
-97.2%
+220.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -1.9% | +5.7% | -7.6% | -1.7% |
| 30D | -0.2% | -21.1% | +20.9% | -0.7% |
| 3M | -3.7% | -11.5% | +7.8% | -3.7% |
| 6M | +2.1% | -14.9% | +17.0% | +2.3% |
| YTD | +16.5% | +2.4% | +14.0% | +17.6% |
| 1Y | +22.5% | -49.8% | +72.3% | +21.6% |
| 3Y | +144.7% | -95.8% | +240.5% | +137.7% |
| All | +123.3% | -97.2% | +220.4% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling