-34.4%
HDB vs TSLQ
-50.5%
+16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | +0.1% |
| 7D | +0.4% | -5.8% | +6.2% | +0.3% |
| 30D | -2.8% | -22.1% | +19.3% | -3.8% |
| 3M | -3.5% | +10.1% | -13.6% | -2.4% |
| 6M | -24.7% | -6.8% | -18.0% | -24.4% |
| YTD | -36.6% | +8.5% | -45.1% | -36.3% |
| 1Y | -34.4% | -49.7% | +15.4% | -33.7% |
| All | -34.4% | -50.5% | +16.1% | -33.7% |
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