-16.7%
HDB vs TSLQ
-97.3%
+80.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.0% | +4.9% | -3.3% |
| 7D | -2.0% | -8.6% | +6.5% | -2.3% |
| 30D | -4.9% | -24.9% | +20.0% | -5.8% |
| 3M | -2.3% | -1.5% | -0.8% | -1.6% |
| 6M | -23.7% | -18.1% | -5.7% | -23.5% |
| YTD | -38.5% | -0.1% | -38.4% | -37.7% |
| 1Y | -36.5% | -51.4% | +14.9% | -37.2% |
| 3Y | -28.5% | -95.9% | +67.5% | -33.1% |
| All | -16.7% | -97.3% | +80.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling