-48.8%
IT vs TSLQ
-95.6%
+46.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.2% |
| 7D | -3.7% | -6.6% | +2.9% | -4.0% |
| 30D | +0.1% | -24.3% | +24.4% | -1.1% |
| 3M | +20.7% | -3.6% | +24.3% | +21.4% |
| 6M | +12.0% | -12.0% | +23.9% | +12.4% |
| YTD | -28.8% | +1.4% | -30.2% | -27.5% |
| 1Y | -25.5% | -43.6% | +18.0% | -26.3% |
| 3Y | -48.8% | -95.4% | +46.6% | -53.0% |
| All | -48.8% | -95.6% | +46.8% | -53.0% |
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 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