+82.1%
HAS vs TSLQ
-97.6%
+179.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +1.0% |
| 7D | +2.2% | +8.5% | -6.3% | +2.9% |
| 30D | +29.6% | -4.8% | +34.4% | +29.6% |
| 3M | +30.3% | -34.9% | +65.1% | +27.7% |
| 6M | +25.6% | -10.6% | +36.2% | +26.9% |
| YTD | +50.8% | -13.4% | +64.2% | +53.1% |
| 1Y | +63.0% | -25.9% | +88.9% | +64.2% |
| 3Y | +211.6% | -96.9% | +308.5% | +173.0% |
| All | +82.1% | -97.6% | +179.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling