-90.3%
HTZ vs TSLQ
-97.3%
+7.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -8.4% | 0.0% | -9.5% |
| 7D | -14.6% | +19.7% | -34.3% | -11.8% |
| 30D | -20.8% | +4.1% | -24.9% | -19.3% |
| 3M | -18.8% | -30.9% | +12.1% | -20.8% |
| 6M | -74.7% | -13.6% | -61.1% | -74.0% |
| YTD | -68.1% | -2.6% | -65.5% | -66.3% |
| 1Y | -73.5% | -10.4% | -63.0% | -72.1% |
| 3Y | -81.8% | -96.4% | +14.6% | -86.4% |
| All | -90.3% | -97.3% | +7.1% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling