+95.2%
EWZ vs TSLQ
-97.3%
+192.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.1% | -8.0% | +7.9% | -0.5% |
| 30D | +8.2% | -23.8% | +32.0% | +6.5% |
| 3M | +13.3% | -7.0% | +20.3% | +14.0% |
| 6M | +3.6% | -17.1% | +20.7% | +4.2% |
| YTD | +21.0% | +0.1% | +20.9% | +23.6% |
| 1Y | +34.7% | -51.2% | +85.8% | +32.7% |
| 3Y | +48.3% | -95.9% | +144.2% | +36.1% |
| All | +95.2% | -97.3% | +192.5% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling