-21.3%
IT vs TSLQ
-50.5%
+29.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +12.0% | -16.6% | -4.3% |
| 7D | -6.0% | -5.8% | -0.2% | -6.0% |
| 30D | 0.0% | -22.1% | +22.1% | -0.1% |
| 3M | +13.1% | +10.1% | +3.0% | +14.2% |
| 6M | +11.7% | -6.8% | +18.5% | +11.6% |
| YTD | -26.1% | +8.5% | -34.6% | -24.3% |
| 1Y | -21.3% | -49.7% | +28.5% | -23.0% |
| All | -21.3% | -50.5% | +29.2% | -23.0% |
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