+18.6%
JD vs TSLQ
-97.0%
+115.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.1% | -2.0% |
| 7D | +0.4% | -7.3% | +7.7% | +0.1% |
| 30D | +4.2% | -13.2% | +17.5% | +3.5% |
| 3M | -12.8% | -37.6% | +24.9% | -15.0% |
| 6M | -8.8% | -9.3% | +0.5% | -7.6% |
| YTD | +0.5% | -19.1% | +19.6% | +1.8% |
| 1Y | -8.8% | -27.2% | +18.4% | -8.0% |
| All | +18.6% | -97.0% | +115.7% | +14.3% |
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 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