-57.6%
HTZ vs TSLQ
-50.5%
-7.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +1.9% |
| 7D | +7.5% | -5.8% | +13.3% | +7.2% |
| 30D | +47.4% | -22.1% | +69.5% | +46.1% |
| 3M | -54.9% | +10.1% | -65.0% | -54.1% |
| 6M | -47.0% | -6.8% | -40.2% | -46.2% |
| YTD | -55.3% | +8.5% | -63.8% | -55.7% |
| 1Y | -57.6% | -49.7% | -7.9% | -56.4% |
| All | -57.6% | -50.5% | -7.2% | -56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling