+33.5%
EXC vs TSLQ
-97.0%
+130.5%
-18.5%
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% | +1.3% |
| 7D | +1.4% | -16.8% | +18.2% | +1.8% |
| 30D | +8.6% | -18.0% | +26.5% | +8.9% |
| 3M | +2.4% | -34.5% | +36.9% | +3.1% |
| 6M | +6.5% | -8.9% | +15.4% | +6.3% |
| YTD | +9.0% | -19.0% | +28.0% | +8.9% |
| 1Y | +4.6% | -38.2% | +42.8% | +4.8% |
| 3Y | +33.5% | -96.9% | +130.4% | +32.3% |
| All | +33.5% | -97.0% | +130.5% | +32.3% |
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