-6.3%
JD vs TSLQ
-95.9%
+89.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | -2.6% |
| 7D | -0.8% | -8.6% | +7.8% | -1.3% |
| 30D | -16.0% | -24.9% | +8.8% | -17.6% |
| 3M | -3.2% | -1.5% | -1.7% | -2.2% |
| 6M | +6.1% | -18.1% | +24.1% | +6.5% |
| YTD | -0.1% | -0.1% | 0.0% | +2.2% |
| 1Y | -12.7% | -51.4% | +38.6% | -14.0% |
| 3Y | -6.3% | -95.9% | +89.6% | -9.7% |
| All | -6.3% | -95.9% | +89.6% | -9.7% |
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