+199.8%
IRM vs TSLQ
-97.3%
+297.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.2% |
| 7D | +1.6% | -8.6% | +10.2% | +1.1% |
| 30D | -4.2% | -24.9% | +20.7% | -5.8% |
| 3M | -5.4% | -1.5% | -3.8% | -4.4% |
| 6M | +12.0% | -18.1% | +30.1% | +12.6% |
| YTD | +42.0% | -0.1% | +42.2% | +45.2% |
| 1Y | +29.9% | -51.4% | +81.2% | +27.5% |
| 3Y | +104.4% | -95.9% | +200.3% | +86.8% |
| All | +199.8% | -97.3% | +297.1% | +188.3% |
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