+446.1%
HL vs TSLQ
-97.2%
+543.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.3% |
| 7D | -4.4% | -6.6% | +2.2% | -5.0% |
| 30D | +9.3% | -24.3% | +33.6% | +6.9% |
| 3M | +32.0% | -3.6% | +35.6% | +33.9% |
| 6M | -6.4% | -12.0% | +5.5% | -4.3% |
| YTD | +3.1% | +1.4% | +1.8% | +7.1% |
| 1Y | +77.6% | -43.6% | +121.1% | +79.3% |
| 3Y | +392.8% | -95.4% | +488.2% | +348.5% |
| All | +446.1% | -97.2% | +543.3% | +444.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling