-4.6%
HAL vs TSLQ
-95.6%
+91.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.2% | -1.3% |
| 7D | +0.5% | -8.6% | +9.0% | -0.1% |
| 30D | +15.9% | -24.9% | +40.8% | +13.8% |
| 3M | -8.7% | -1.5% | -7.2% | -7.8% |
| 6M | +9.0% | -18.1% | +27.1% | +9.3% |
| YTD | +32.0% | -0.1% | +32.1% | +35.3% |
| 1Y | +72.5% | -51.4% | +123.8% | +67.8% |
| All | -4.6% | -95.6% | +91.0% | -22.5% |
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