+34.0%
HAS vs TSLQ
-97.3%
+131.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -4.8% | -8.0% | +3.2% | -5.3% |
| 30D | -5.1% | -23.8% | +18.6% | -6.5% |
| 3M | +6.4% | -7.0% | +13.4% | +7.0% |
| 6M | -5.6% | -17.1% | +11.5% | -5.3% |
| YTD | +11.0% | +0.1% | +10.9% | +13.2% |
| 1Y | +16.8% | -51.2% | +68.0% | +14.4% |
| 3Y | +44.0% | -95.9% | +140.0% | +30.2% |
| All | +34.0% | -97.3% | +131.3% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling