-61.1%
HTZ vs TSLQ
-25.9%
-35.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.4% | +2.7% | +9.9% |
| 7D | +18.9% | +9.8% | +9.1% | +20.2% |
| 30D | +26.3% | -6.0% | +32.3% | +25.3% |
| 3M | +49.7% | -35.0% | +84.7% | +43.4% |
| 6M | -61.1% | -24.9% | -36.2% | -61.3% |
| All | -61.1% | -25.9% | -35.2% | -61.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling