+9.1%
IR vs TSLQ
-17.8%
+26.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.1% |
| 7D | +11.6% | +9.8% | +1.7% | +12.2% |
| 30D | +7.2% | -6.0% | +13.2% | +7.0% |
| 3M | -5.9% | -35.0% | +29.1% | -7.5% |
| 6M | +11.5% | -24.9% | +36.4% | +11.3% |
| YTD | +6.3% | -12.7% | +19.0% | +7.1% |
| 1Y | +9.1% | -21.0% | +30.1% | +10.1% |
| All | +9.1% | -17.8% | +26.9% | +10.1% |
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