+3.1%
HD vs TSLQ
-95.9%
+98.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -2.7% |
| 7D | -1.2% | -8.6% | +7.4% | -1.6% |
| 30D | -11.1% | -24.9% | +13.7% | -12.3% |
| 3M | +2.0% | -1.5% | +3.6% | +2.8% |
| 6M | -10.5% | -18.1% | +7.6% | -10.2% |
| YTD | -6.9% | -0.1% | -6.7% | -5.4% |
| 1Y | -23.2% | -51.4% | +28.2% | -24.5% |
| 3Y | +3.1% | -95.9% | +99.0% | -2.0% |
| All | +3.1% | -95.9% | +98.9% | -2.0% |
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