+6.2%
IP vs TSLQ
-97.3%
+103.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.0% | +6.0% | -2.6% |
| 7D | +0.1% | -8.6% | +8.7% | -0.5% |
| 30D | -11.2% | -24.9% | +13.6% | -12.9% |
| 3M | +12.3% | -1.5% | +13.8% | +13.7% |
| 6M | -5.2% | -18.1% | +12.8% | -4.7% |
| YTD | -4.0% | -0.1% | -3.9% | -1.5% |
| 1Y | -19.2% | -51.4% | +32.2% | -20.7% |
| 3Y | +20.3% | -95.9% | +116.3% | +10.2% |
| All | +6.2% | -97.3% | +103.5% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling