-32.9%
HDB vs TSLQ
-17.8%
-15.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.9% | +5.7% |
| 7D | +12.9% | +9.8% | +3.1% | +13.2% |
| 30D | +10.0% | -6.0% | +16.1% | +9.9% |
| 3M | +1.8% | -35.0% | +36.8% | +0.1% |
| 6M | -2.1% | -24.9% | +22.8% | -2.2% |
| YTD | -33.4% | -12.7% | -20.8% | -33.9% |
| 1Y | -32.9% | -21.0% | -11.9% | -33.3% |
| All | -32.9% | -17.8% | -15.1% | -33.3% |
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 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