-11.1%
EW vs TSLQ
-97.3%
+86.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -8.0% | +2.9% | -5.4% |
| 30D | -6.4% | -23.8% | +17.4% | -7.4% |
| 3M | -1.6% | -7.0% | +5.5% | -1.2% |
| 6M | +2.3% | -17.1% | +19.4% | +2.5% |
| YTD | +1.1% | +0.1% | +1.0% | +2.6% |
| 1Y | +8.0% | -51.2% | +59.2% | +5.9% |
| 3Y | +16.3% | -95.9% | +112.3% | +8.4% |
| All | -11.1% | -97.3% | +86.2% | -17.2% |
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