+46.5%
F vs TSLQ
-97.3%
+143.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -1.6% |
| 7D | +1.6% | +19.7% | -18.1% | +3.8% |
| 30D | +2.6% | +4.1% | -1.5% | +3.5% |
| 3M | -8.8% | -30.9% | +22.1% | -11.5% |
| 6M | +4.6% | -13.6% | +18.3% | +6.5% |
| YTD | -1.9% | -2.6% | +0.7% | +2.3% |
| 1Y | -0.8% | -10.4% | +9.7% | +3.1% |
| 3Y | +43.5% | -96.4% | +139.9% | +18.9% |
| All | +46.5% | -97.3% | +143.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling