+173.7%
HLT vs TSLQ
-97.2%
+270.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -1.6% | -6.6% | +5.0% | -2.1% |
| 30D | -5.0% | -24.3% | +19.3% | -6.8% |
| 3M | -10.4% | -3.6% | -6.8% | -9.6% |
| 6M | +3.2% | -12.0% | +15.2% | +4.3% |
| YTD | +6.7% | +1.4% | +5.4% | +9.5% |
| 1Y | +10.3% | -43.6% | +53.8% | +8.3% |
| 3Y | +99.3% | -95.4% | +194.7% | +77.1% |
| All | +173.7% | -97.2% | +270.9% | +154.7% |
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 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