-0.8%
IP vs TSLQ
-4.4%
+3.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.4% | +9.2% | +0.1% |
| 7D | -5.1% | +19.7% | -24.7% | -3.4% |
| 30D | +8.5% | +4.1% | +4.4% | +9.4% |
| 3M | -13.8% | -30.9% | +17.0% | -15.7% |
| 6M | +5.7% | -13.6% | +19.4% | +7.0% |
| YTD | -9.1% | -2.6% | -6.5% | -6.8% |
| 1Y | -0.8% | -10.4% | +9.6% | +1.8% |
| All | -0.8% | -4.4% | +3.6% | +1.8% |
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 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