-89.4%
HTZ vs TSLQ
-97.1%
+7.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +21.8% | -42.5% | -17.9% |
| 7D | -7.7% | +32.9% | -40.6% | -3.4% |
| 30D | -13.1% | +15.4% | -28.5% | -10.3% |
| 3M | +14.7% | -23.7% | +38.4% | +13.4% |
| 6M | -70.6% | -10.1% | -60.5% | -69.6% |
| YTD | -65.2% | +6.3% | -71.5% | -62.7% |
| 1Y | -73.2% | +4.6% | -77.7% | -71.1% |
| 3Y | -80.8% | -96.0% | +15.2% | -85.5% |
| All | -89.4% | -97.1% | +7.7% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling