+101.3%
IBM vs TSLQ
-97.3%
+198.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +3.6% | -8.0% | +11.6% | +3.3% |
| 30D | +1.5% | -23.8% | +25.3% | +0.6% |
| 3M | -12.9% | -7.0% | -5.9% | -12.6% |
| 6M | -3.9% | -17.1% | +13.2% | -3.7% |
| YTD | -17.3% | +0.1% | -17.4% | -16.4% |
| 1Y | -5.0% | -51.2% | +46.2% | -6.2% |
| 3Y | +78.2% | -95.9% | +174.1% | +73.4% |
| All | +101.3% | -97.3% | +198.5% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling