+71.6%
IBM vs TSLQ
-95.6%
+167.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -1.5% |
| 7D | +0.3% | -8.6% | +8.9% | 0.0% |
| 30D | -1.5% | -24.9% | +23.4% | -2.5% |
| 3M | -16.8% | -1.5% | -15.2% | -16.2% |
| 6M | -9.0% | -18.1% | +9.0% | -8.9% |
| YTD | -20.1% | -0.1% | -19.9% | -19.1% |
| 1Y | -7.0% | -51.4% | +44.4% | -8.2% |
| All | +71.6% | -95.6% | +167.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling