+10.6%
EW vs TSLQ
-97.8%
+108.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +1.5% |
| 7D | +4.9% | -16.8% | +21.8% | +4.1% |
| 30D | +23.9% | -18.0% | +41.9% | +23.1% |
| 3M | +15.8% | -34.5% | +50.2% | +13.9% |
| 6M | +31.7% | -8.9% | +40.6% | +32.8% |
| YTD | +25.7% | -19.0% | +44.7% | +26.7% |
| 1Y | +24.4% | -38.2% | +62.6% | +23.8% |
| 3Y | +65.9% | -96.9% | +162.8% | +51.0% |
| All | +10.6% | -97.8% | +108.3% | +2.3% |
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 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