+197.5%
GOOG vs TSLQ
-97.3%
+294.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.6% | -8.0% | +6.4% | -2.4% |
| 30D | -7.7% | -23.8% | +16.1% | -10.4% |
| 3M | -9.3% | -7.0% | -2.3% | -8.0% |
| 6M | +7.4% | -17.1% | +24.6% | +8.8% |
| YTD | +4.9% | +0.1% | +4.8% | +9.4% |
| 1Y | +37.2% | -51.2% | +88.4% | +33.5% |
| 3Y | +141.6% | -95.9% | +237.5% | +110.8% |
| All | +197.5% | -97.3% | +294.7% | +160.7% |
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 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