+60.4%
HCA vs TSLQ
-95.6%
+156.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.4% |
| 7D | +5.4% | -6.6% | +12.0% | +5.5% |
| 30D | +3.0% | -24.3% | +27.3% | +3.1% |
| 3M | +13.0% | -3.6% | +16.6% | +13.0% |
| 6M | -20.3% | -12.0% | -8.3% | -20.3% |
| YTD | -8.2% | +1.4% | -9.6% | -8.3% |
| 1Y | +6.7% | -43.6% | +50.3% | +6.6% |
| 3Y | +60.4% | -95.4% | +155.8% | +67.3% |
| All | +60.4% | -95.6% | +156.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling