+50.4%
EWZ vs TSLQ
-95.9%
+146.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.0% | +9.9% | +1.4% |
| 7D | +5.6% | -8.6% | +14.1% | +5.1% |
| 30D | +9.3% | -24.9% | +34.1% | +7.5% |
| 3M | +15.7% | -1.5% | +17.2% | +16.9% |
| 6M | +7.4% | -18.1% | +25.5% | +7.9% |
| YTD | +22.7% | -0.1% | +22.8% | +25.2% |
| 1Y | +36.4% | -51.4% | +87.8% | +34.5% |
| 3Y | +50.4% | -95.9% | +146.3% | +43.4% |
| All | +50.4% | -95.9% | +146.3% | +43.4% |
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