+15.5%
EXC vs TSLQ
-97.0%
+112.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.0% | -13.1% | -1.2% |
| 7D | +0.3% | -5.8% | +6.1% | +0.3% |
| 30D | -3.7% | -22.1% | +18.4% | -3.5% |
| 3M | -1.3% | +10.1% | -11.3% | -1.4% |
| 6M | -9.7% | -6.8% | -2.9% | -9.8% |
| YTD | +2.9% | +8.5% | -5.6% | +2.8% |
| 1Y | +4.4% | -49.7% | +54.1% | +4.2% |
| 3Y | +22.2% | -95.6% | +117.8% | +20.4% |
| All | +15.5% | -97.0% | +112.5% | +22.0% |
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 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