+72.1%
F vs TSLQ
-97.0%
+169.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.5% | +2.8% |
| 7D | +5.3% | -5.8% | +11.1% | +4.8% |
| 30D | +4.6% | -22.1% | +26.7% | +2.3% |
| 3M | -3.7% | +10.1% | -13.7% | -0.4% |
| 6M | +16.8% | -6.8% | +23.6% | +20.1% |
| YTD | +15.3% | +8.5% | +6.8% | +21.0% |
| 1Y | +31.0% | -49.7% | +80.7% | +28.1% |
| 3Y | +45.4% | -95.6% | +141.1% | +24.6% |
| All | +72.1% | -97.0% | +169.1% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling