+104.5%
EWJ vs TSLQ
-97.3%
+201.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +1.0% | -8.0% | +9.0% | +0.5% |
| 30D | +1.0% | -23.8% | +24.8% | -0.9% |
| 3M | +7.2% | -7.0% | +14.2% | +8.1% |
| 6M | +13.9% | -17.1% | +31.0% | +14.8% |
| YTD | +20.8% | +0.1% | +20.7% | +24.0% |
| 1Y | +26.4% | -51.2% | +77.6% | +24.5% |
| 3Y | +71.8% | -95.9% | +167.7% | +54.7% |
| All | +104.5% | -97.3% | +201.8% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling