-30.3%
INFY vs TSLQ
-97.2%
+66.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.4% |
| 7D | -5.4% | -6.6% | +1.2% | -5.8% |
| 30D | -9.9% | -24.3% | +14.4% | -11.0% |
| 3M | -4.6% | -3.6% | -1.0% | -4.0% |
| 6M | -18.5% | -12.0% | -6.5% | -18.0% |
| YTD | -36.5% | +1.4% | -37.9% | -35.4% |
| 1Y | -32.8% | -43.6% | +10.8% | -33.6% |
| 3Y | -32.2% | -95.4% | +63.2% | -37.4% |
| All | -30.3% | -97.2% | +66.9% | -34.7% |
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