+108.7%
IBM vs TSLQ
-97.8%
+206.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.2% |
| 7D | +1.6% | -16.8% | +18.4% | +0.8% |
| 30D | +9.2% | -18.0% | +27.2% | +8.5% |
| 3M | +4.9% | -34.5% | +39.4% | +3.6% |
| 6M | +16.8% | -8.9% | +25.7% | +17.6% |
| YTD | -14.3% | -19.0% | +4.7% | -13.8% |
| 1Y | -16.7% | -38.2% | +21.5% | -17.0% |
| 3Y | +82.2% | -96.9% | +179.2% | +75.6% |
| All | +108.7% | -97.8% | +206.5% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling