+164.3%
EWY vs TSLQ
-50.5%
+214.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.0% | -7.4% | +7.3% |
| 7D | +4.8% | -5.8% | +10.6% | +3.6% |
| 30D | +11.7% | -22.1% | +33.8% | +5.9% |
| 3M | -7.4% | +10.1% | -17.5% | -0.3% |
| 6M | +40.6% | -6.8% | +47.3% | +49.9% |
| YTD | +94.3% | +8.5% | +85.7% | +111.5% |
| 1Y | +164.3% | -49.7% | +214.0% | +188.1% |
| All | +164.3% | -50.5% | +214.8% | +188.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling