+30.6%
HUM vs TSLQ
-50.5%
+81.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.0% | -13.2% | -0.9% |
| 7D | +4.2% | -5.8% | +9.9% | +4.1% |
| 30D | +10.4% | -22.1% | +32.5% | +9.7% |
| 3M | +15.1% | +10.1% | +5.0% | +15.5% |
| 6M | +120.9% | -6.8% | +127.7% | +120.7% |
| YTD | +57.9% | +8.5% | +49.4% | +58.3% |
| 1Y | +30.6% | -49.7% | +80.3% | +31.0% |
| All | +30.6% | -50.5% | +81.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling