+23.3%
IYR vs TSLQ
-97.3%
+120.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.9% | -8.0% | +7.1% | -1.2% |
| 30D | -2.4% | -23.8% | +21.4% | -3.4% |
| 3M | -2.0% | -7.0% | +5.0% | -1.6% |
| 6M | +2.5% | -17.1% | +19.6% | +2.8% |
| YTD | +8.3% | +0.1% | +8.3% | +10.0% |
| 1Y | +6.5% | -51.2% | +57.6% | +4.4% |
| 3Y | +29.3% | -95.9% | +125.2% | +18.2% |
| All | +23.3% | -97.3% | +120.6% | +15.6% |
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