+599.9%
IBKR vs TSLQ
-97.2%
+697.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.0% |
| 7D | -1.3% | -6.6% | +5.2% | -2.3% |
| 30D | -0.2% | -24.3% | +24.1% | -3.3% |
| 3M | +3.0% | -3.6% | +6.6% | +4.9% |
| 6M | +33.9% | -12.0% | +45.8% | +37.0% |
| YTD | +42.5% | +1.4% | +41.1% | +49.8% |
| 1Y | +44.9% | -43.6% | +88.4% | +44.0% |
| 3Y | +293.0% | -95.4% | +388.4% | +245.1% |
| All | +599.9% | -97.2% | +697.1% | +543.9% |
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