+60.9%
HAS vs TSLQ
-23.1%
+84.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.7% |
| 7D | +3.3% | +4.7% | -1.4% | +3.4% |
| 30D | +30.5% | -5.6% | +36.1% | +30.5% |
| 3M | +29.9% | -34.6% | +64.5% | +28.8% |
| 6M | +26.5% | -11.4% | +37.9% | +27.4% |
| YTD | +51.9% | -14.1% | +66.0% | +51.3% |
| 1Y | +60.9% | -20.7% | +81.6% | +59.8% |
| All | +60.9% | -23.1% | +84.0% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling