+101.8%
IRM vs TSLQ
-95.6%
+197.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.0% | -8.0% | +11.0% | +2.6% |
| 30D | -5.2% | -23.8% | +18.6% | -6.6% |
| 3M | -8.0% | -7.0% | -1.0% | -7.5% |
| 6M | +9.2% | -17.1% | +26.3% | +9.7% |
| YTD | +41.0% | +0.1% | +40.9% | +43.7% |
| 1Y | +23.3% | -51.2% | +74.4% | +21.4% |
| All | +101.8% | -95.6% | +197.4% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling