+77.7%
ICE vs TSLQ
-97.3%
+175.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -2.4% |
| 7D | -1.2% | -8.6% | +7.4% | -1.3% |
| 30D | +5.0% | -24.9% | +29.8% | +4.3% |
| 3M | +13.9% | -1.5% | +15.4% | +14.3% |
| 6M | -4.4% | -18.1% | +13.7% | -4.3% |
| YTD | -1.9% | -0.1% | -1.8% | -0.9% |
| 1Y | -8.1% | -51.4% | +43.3% | -9.4% |
| 3Y | +42.5% | -95.9% | +138.4% | +33.0% |
| All | +77.7% | -97.3% | +175.0% | +70.8% |
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