+2.7%
EWZ vs TSLQ
-23.1%
+25.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.5% |
| 7D | +1.3% | +4.7% | -3.4% | +1.8% |
| 30D | -26.2% | -5.6% | -20.6% | -26.2% |
| 3M | -8.6% | -34.6% | +25.9% | -10.9% |
| 6M | -17.0% | -11.4% | -5.7% | -15.9% |
| YTD | +2.2% | -14.1% | +16.3% | +2.8% |
| 1Y | +2.7% | -20.7% | +23.4% | +3.0% |
| All | +2.7% | -23.1% | +25.7% | +3.0% |
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 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