+177.6%
KEEL vs TSLQ
-50.5%
+228.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.0% | -8.4% | +9.5% |
| 7D | +7.8% | -5.8% | +13.5% | +5.2% |
| 30D | -11.7% | -22.1% | +10.4% | -21.5% |
| 3M | -41.5% | +10.1% | -51.5% | -31.4% |
| 6M | +54.9% | -6.8% | +61.7% | +75.5% |
| YTD | +47.7% | +8.5% | +39.1% | +91.9% |
| 1Y | +177.6% | -49.7% | +227.3% | +179.2% |
| All | +177.6% | -50.5% | +228.1% | +179.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling