-74.9%
HTZ vs TSLQ
-96.7%
+21.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.4% | +2.7% | +9.8% |
| 7D | +18.9% | +9.8% | +9.1% | +20.0% |
| 30D | +26.3% | -6.0% | +32.3% | +25.8% |
| 3M | +49.7% | -35.0% | +84.7% | +44.7% |
| 6M | -61.1% | -24.9% | -36.2% | -61.1% |
| YTD | -56.0% | -12.7% | -43.4% | -54.9% |
| 1Y | -66.4% | -21.0% | -45.4% | -65.7% |
| All | -74.9% | -96.7% | +21.7% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling