+72.5%
EWJ vs TSLQ
-95.6%
+168.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.1% |
| 7D | +0.3% | -6.6% | +6.9% | -0.2% |
| 30D | +0.8% | -24.3% | +25.1% | -1.1% |
| 3M | +7.5% | -3.6% | +11.1% | +8.6% |
| 6M | +15.6% | -12.0% | +27.5% | +17.0% |
| YTD | +22.7% | +1.4% | +21.4% | +25.9% |
| 1Y | +26.4% | -43.6% | +70.0% | +25.9% |
| 3Y | +72.5% | -95.4% | +167.9% | +56.7% |
| All | +72.5% | -95.6% | +168.1% | +56.7% |
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