-48.5%
JD vs TSLQ
-97.0%
+48.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.0% | -10.1% | +2.9% |
| 7D | -1.7% | -5.8% | +4.1% | -2.1% |
| 30D | -13.2% | -22.1% | +8.9% | -14.9% |
| 3M | -3.2% | +10.1% | -13.2% | -0.9% |
| 6M | +15.2% | -6.8% | +22.0% | +17.1% |
| YTD | +2.0% | +8.5% | -6.6% | +5.6% |
| 1Y | -5.4% | -49.7% | +44.3% | -7.1% |
| 3Y | -9.1% | -95.6% | +86.5% | -19.2% |
| All | -48.5% | -97.0% | +48.6% | -51.1% |
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