+92.5%
IR vs TSLQ
-97.0%
+189.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +2.4% |
| 7D | -2.8% | -5.8% | +3.0% | -3.2% |
| 30D | -15.1% | -22.1% | +7.0% | -16.9% |
| 3M | +6.1% | +10.1% | -4.0% | +8.9% |
| 6M | -16.8% | -6.8% | -10.0% | -15.2% |
| YTD | -3.5% | +8.5% | -12.1% | +0.3% |
| 1Y | -3.5% | -49.7% | +46.2% | -6.4% |
| 3Y | +9.5% | -95.6% | +105.1% | -5.6% |
| All | +92.5% | -97.0% | +189.5% | +77.7% |
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