-4.3%
HDB vs TSLQ
-97.8%
+93.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | +0.6% |
| 7D | +2.7% | -16.8% | +19.6% | +2.1% |
| 30D | +14.1% | -18.0% | +32.1% | +13.4% |
| 3M | +11.8% | -34.5% | +46.3% | +10.3% |
| 6M | +8.2% | -8.9% | +17.1% | +8.9% |
| YTD | -29.3% | -19.0% | -10.3% | -28.9% |
| 1Y | -28.8% | -38.2% | +9.4% | -29.0% |
| 3Y | -7.5% | -96.9% | +89.5% | -15.0% |
| All | -4.3% | -97.8% | +93.5% | -4.1% |
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