+44.6%
F vs TSLQ
-97.6%
+142.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -2.0% |
| 7D | -0.2% | +4.7% | -4.9% | +0.6% |
| 30D | +0.9% | -5.6% | +6.5% | +0.8% |
| 3M | -11.3% | -34.6% | +23.2% | -14.4% |
| 6M | +2.0% | -11.4% | +13.4% | +4.1% |
| YTD | -3.2% | -14.1% | +10.9% | -0.3% |
| 1Y | -3.5% | -20.7% | +17.3% | -0.9% |
| 3Y | +48.1% | -96.9% | +145.0% | +20.4% |
| All | +44.6% | -97.6% | +142.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling