+17.9%
HD vs TSLQ
-97.2%
+115.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.4% |
| 7D | -3.9% | +5.7% | -9.6% | -3.5% |
| 30D | -13.1% | -21.1% | +8.0% | -14.1% |
| 3M | -3.4% | -11.5% | +8.1% | -3.3% |
| 6M | -12.6% | -14.9% | +2.4% | -12.0% |
| YTD | -9.2% | +2.4% | -11.7% | -7.4% |
| 1Y | -23.9% | -49.8% | +25.8% | -25.3% |
| 3Y | +0.4% | -95.8% | +96.3% | -8.1% |
| All | +17.9% | -97.2% | +115.1% | +10.9% |
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