-0.9%
HCA vs TSLQ
-50.5%
+49.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -13.0% | -1.1% |
| 7D | -3.1% | -5.8% | +2.7% | -3.0% |
| 30D | -1.1% | -22.1% | +21.0% | -0.8% |
| 3M | +12.2% | +10.1% | +2.1% | +11.8% |
| 6M | -25.3% | -6.8% | -18.6% | -25.4% |
| YTD | -12.9% | +8.5% | -21.5% | -13.1% |
| 1Y | -0.9% | -49.7% | +48.8% | -5.5% |
| All | -0.9% | -50.5% | +49.6% | -5.5% |
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 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