+83.5%
HAS vs TSLQ
-97.6%
+181.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.7% |
| 7D | +3.3% | +4.7% | -1.4% | +3.8% |
| 30D | +30.5% | -5.6% | +36.1% | +30.5% |
| 3M | +29.9% | -34.6% | +64.5% | +27.4% |
| 6M | +26.5% | -11.4% | +37.9% | +27.7% |
| YTD | +51.9% | -14.1% | +66.0% | +54.2% |
| 1Y | +60.9% | -20.7% | +81.6% | +62.8% |
| 3Y | +215.0% | -96.9% | +311.9% | +176.9% |
| All | +83.5% | -97.6% | +181.1% | +69.7% |
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 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