+94.1%
EWZ vs TSLQ
-97.0%
+191.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.0% | -12.7% | +0.1% |
| 7D | +6.5% | -5.8% | +12.3% | +6.2% |
| 30D | +4.8% | -22.1% | +26.9% | +3.4% |
| 3M | +9.9% | +10.1% | -0.2% | +12.0% |
| 6M | +1.9% | -6.8% | +8.7% | +3.3% |
| YTD | +20.3% | +8.5% | +11.8% | +23.6% |
| 1Y | +35.6% | -49.7% | +85.3% | +33.9% |
| 3Y | +43.4% | -95.6% | +139.1% | +32.1% |
| All | +94.1% | -97.0% | +191.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling