+266.7%
EWY vs TSLQ
-97.2%
+363.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.1% |
| 7D | -0.1% | -6.6% | +6.5% | -0.8% |
| 30D | +7.3% | -24.3% | +31.6% | +4.3% |
| 3M | -5.1% | -3.6% | -1.5% | -3.5% |
| 6M | +42.1% | -12.0% | +54.0% | +46.0% |
| YTD | +94.1% | +1.4% | +92.7% | +102.9% |
| 1Y | +147.8% | -43.6% | +191.4% | +149.9% |
| 3Y | +222.9% | -95.4% | +318.3% | +197.6% |
| All | +266.7% | -97.2% | +363.9% | +238.6% |
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