+0.5%
IP vs TSLQ
-97.3%
+97.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.4% | +9.2% | +0.2% |
| 7D | -5.1% | +19.7% | -24.7% | -3.5% |
| 30D | +8.5% | +4.1% | +4.4% | +9.3% |
| 3M | -13.8% | -30.9% | +17.0% | -15.5% |
| 6M | +5.7% | -13.6% | +19.4% | +6.8% |
| YTD | -9.1% | -2.6% | -6.5% | -6.5% |
| 1Y | -0.8% | -10.4% | +9.6% | +1.8% |
| 3Y | +14.8% | -96.4% | +111.2% | +4.1% |
| All | +0.5% | -97.3% | +97.9% | -4.4% |
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