+35.7%
HON vs TSLQ
-97.3%
+133.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.0% |
| 7D | -0.8% | -8.6% | +7.7% | -1.2% |
| 30D | -15.2% | -24.9% | +9.7% | -16.2% |
| 3M | -6.0% | -1.5% | -4.5% | -5.3% |
| 6M | -14.9% | -18.1% | +3.2% | -14.7% |
| YTD | +3.2% | -0.1% | +3.3% | +4.8% |
| 1Y | 0.0% | -51.4% | +51.4% | -1.7% |
| 3Y | +21.5% | -95.9% | +117.4% | +14.9% |
| All | +35.7% | -97.3% | +133.0% | +33.5% |
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 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