+11.7%
IR vs TSLQ
-32.4%
+44.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.1% |
| 7D | +2.5% | -16.8% | +19.4% | +1.4% |
| 30D | +9.2% | -18.0% | +27.1% | +8.3% |
| 3M | +0.9% | -34.5% | +35.4% | -0.6% |
| 6M | +19.2% | -8.9% | +28.2% | +19.9% |
| YTD | +7.5% | -19.0% | +26.5% | +7.1% |
| 1Y | +11.7% | -38.2% | +49.9% | +15.5% |
| All | +11.7% | -32.4% | +44.1% | +15.5% |
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