+89.3%
IR vs TSLQ
-97.3%
+186.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.3% | -2.4% |
| 7D | +0.6% | -8.6% | +9.2% | -0.1% |
| 30D | -13.6% | -24.9% | +11.3% | -15.7% |
| 3M | +3.7% | -1.5% | +5.2% | +5.2% |
| 6M | -13.1% | -18.1% | +5.0% | -12.6% |
| YTD | -5.1% | -0.1% | -5.0% | -2.1% |
| 1Y | -6.5% | -51.4% | +44.9% | -9.6% |
| 3Y | +8.5% | -95.9% | +104.4% | -6.9% |
| All | +89.3% | -97.3% | +186.6% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling