+97.8%
IEFA vs TSLQ
-97.3%
+195.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.5% | -8.0% | +7.5% | -0.9% |
| 30D | -1.1% | -23.8% | +22.7% | -2.6% |
| 3M | +5.1% | -7.0% | +12.1% | +5.7% |
| 6M | +9.3% | -17.1% | +26.4% | +10.0% |
| YTD | +13.0% | +0.1% | +12.9% | +15.3% |
| 1Y | +19.2% | -51.2% | +70.4% | +17.3% |
| 3Y | +67.0% | -95.9% | +162.9% | +52.3% |
| All | +97.8% | -97.3% | +195.1% | +86.3% |
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 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