+57.4%
INTC vs TSLQ
-17.8%
+75.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.4% | -10.2% | -1.7% |
| 7D | -39.0% | +9.8% | -48.8% | -37.0% |
| 30D | -49.8% | -6.0% | -43.8% | -50.1% |
| 3M | -42.2% | -35.0% | -7.2% | -47.7% |
| 6M | -39.2% | -24.9% | -14.2% | -36.8% |
| YTD | +57.9% | -12.7% | +70.6% | +70.0% |
| 1Y | +57.4% | -21.0% | +78.4% | +67.5% |
| All | +57.4% | -17.8% | +75.1% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling