+36.0%
HAS vs TSLQ
-97.3%
+133.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.0% | +5.6% | -2.9% |
| 7D | -3.1% | -8.6% | +5.5% | -3.6% |
| 30D | -2.7% | -24.9% | +22.2% | -4.2% |
| 3M | +8.9% | -1.5% | +10.4% | +10.0% |
| 6M | -2.9% | -18.1% | +15.1% | -2.6% |
| YTD | +12.6% | -0.1% | +12.8% | +14.9% |
| 1Y | +17.5% | -51.4% | +68.8% | +15.1% |
| 3Y | +46.2% | -95.9% | +142.1% | +32.2% |
| All | +36.0% | -97.3% | +133.3% | +26.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling