+58.3%
F vs TSLQ
-97.3%
+155.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -4.9% | -8.0% | +3.1% | -5.7% |
| 30D | -2.9% | -23.8% | +20.9% | -5.3% |
| 3M | -9.1% | -7.0% | -2.0% | -8.0% |
| 6M | +12.9% | -17.1% | +30.0% | +14.5% |
| YTD | +6.1% | +0.1% | +6.0% | +10.3% |
| 1Y | +22.5% | -51.2% | +73.7% | +19.4% |
| 3Y | +32.1% | -95.9% | +128.0% | +12.5% |
| All | +58.3% | -97.3% | +155.6% | +37.7% |
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