-14.6%
HUBS vs TSLQ
-97.2%
+82.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.6% |
| 7D | -9.0% | -6.6% | -2.4% | -9.9% |
| 30D | +7.2% | -24.3% | +31.5% | +3.9% |
| 3M | +20.9% | -3.6% | +24.5% | +23.0% |
| 6M | -13.0% | -12.0% | -1.1% | -12.0% |
| YTD | -43.8% | +1.4% | -45.2% | -41.4% |
| 1Y | -54.6% | -43.6% | -11.1% | -56.1% |
| 3Y | -58.5% | -95.4% | +36.9% | -66.5% |
| All | -14.6% | -97.2% | +82.6% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling