+34.6%
HYG vs TSLQ
-97.2%
+131.8%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -0.7% | -6.6% | +5.9% | -0.9% |
| 30D | -0.7% | -24.3% | +23.6% | -1.4% |
| 3M | -0.2% | -3.6% | +3.4% | +0.1% |
| 6M | +1.4% | -12.0% | +13.4% | +1.8% |
| YTD | +1.5% | +1.4% | +0.1% | +2.3% |
| 1Y | +2.9% | -43.6% | +46.4% | +2.5% |
| 3Y | +25.6% | -95.4% | +121.0% | +21.4% |
| All | +34.6% | -97.2% | +131.8% | +30.5% |
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