+106.7%
IBM vs TSLQ
-97.9%
+204.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.6% |
| 7D | -0.3% | -26.6% | +26.3% | -1.6% |
| 30D | +6.8% | -17.5% | +24.3% | +6.1% |
| 3M | +4.4% | -41.7% | +46.1% | +2.6% |
| 6M | +13.2% | -16.9% | +30.1% | +13.5% |
| YTD | -15.1% | -21.9% | +6.8% | -14.8% |
| 1Y | -20.2% | -32.5% | +12.3% | -20.2% |
| 3Y | +79.3% | -97.2% | +176.5% | +72.3% |
| All | +106.7% | -97.9% | +204.5% | +107.2% |
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