+64.8%
F vs TSLQ
-97.3%
+162.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.0% | +3.7% | -5.1% |
| 7D | +1.2% | -8.6% | +9.7% | +0.3% |
| 30D | +1.2% | -24.9% | +26.1% | -1.5% |
| 3M | -5.7% | -1.5% | -4.1% | -3.9% |
| 6M | +17.9% | -18.1% | +36.0% | +19.5% |
| YTD | +10.4% | -0.1% | +10.5% | +14.8% |
| 1Y | +25.3% | -51.4% | +76.7% | +22.1% |
| 3Y | +37.5% | -95.9% | +133.4% | +17.1% |
| All | +64.8% | -97.3% | +162.1% | +43.3% |
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 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