+18.7%
EWZ vs TSLQ
-97.0%
+115.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.4% | +1.6% |
| 7D | +0.8% | -16.8% | +17.6% | -0.3% |
| 30D | -24.4% | -18.0% | -6.4% | -25.2% |
| 3M | -4.6% | -34.5% | +29.9% | -6.5% |
| 6M | -11.6% | -8.9% | -2.6% | -10.6% |
| YTD | +2.4% | -19.0% | +21.4% | +3.4% |
| 1Y | +2.1% | -38.2% | +40.3% | +1.6% |
| 3Y | +18.7% | -96.9% | +115.6% | +11.3% |
| All | +18.7% | -97.0% | +115.7% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling