+37.5%
F vs TSLQ
-95.9%
+133.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.0% | +3.7% | -5.0% |
| 7D | +1.2% | -8.6% | +9.7% | +0.4% |
| 30D | +1.2% | -24.9% | +26.1% | -1.0% |
| 3M | -5.7% | -1.5% | -4.1% | -4.2% |
| 6M | +17.9% | -18.1% | +36.0% | +19.3% |
| YTD | +10.4% | -0.1% | +10.5% | +14.0% |
| 1Y | +25.3% | -51.4% | +76.7% | +23.0% |
| 3Y | +37.5% | -95.9% | +133.4% | +26.4% |
| All | +37.5% | -95.9% | +133.3% | +26.4% |
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