+8.4%
IP vs TSLQ
-97.0%
+105.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.0% | -9.8% | +3.1% |
| 7D | -5.3% | -5.8% | +0.5% | -5.6% |
| 30D | -10.9% | -22.1% | +11.2% | -12.3% |
| 3M | +11.2% | +10.1% | +1.1% | +13.6% |
| 6M | -10.2% | -6.8% | -3.5% | -8.8% |
| YTD | -2.0% | +8.5% | -10.5% | +1.2% |
| 1Y | -19.1% | -49.7% | +30.6% | -20.4% |
| 3Y | +20.9% | -95.6% | +116.5% | +11.2% |
| All | +8.4% | -97.0% | +105.5% | +3.4% |
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