+48.4%
EXE vs TSLQ
-97.3%
+145.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.0% | +8.3% | -0.1% |
| 7D | -1.8% | -8.6% | +6.8% | -2.2% |
| 30D | +6.4% | -24.9% | +31.3% | +5.1% |
| 3M | +9.2% | -1.5% | +10.8% | +10.1% |
| 6M | -7.0% | -18.1% | +11.1% | -6.8% |
| YTD | -9.5% | -0.1% | -9.3% | -7.9% |
| 1Y | +6.2% | -51.4% | +57.6% | +4.2% |
| 3Y | +20.7% | -95.9% | +116.7% | +8.4% |
| All | +48.4% | -97.3% | +145.7% | +38.3% |
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 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