+210.4%
KEEL vs TSLQ
-97.2%
+307.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.4% |
| 7D | +2.9% | -6.6% | +9.5% | +0.5% |
| 30D | +0.8% | -24.3% | +25.1% | -8.3% |
| 3M | -35.3% | -3.6% | -31.7% | -31.7% |
| 6M | +59.4% | -12.0% | +71.3% | +73.5% |
| YTD | +51.9% | +1.4% | +50.5% | +82.2% |
| 1Y | +75.0% | -43.6% | +118.6% | +83.3% |
| 3Y | +224.5% | -95.4% | +319.9% | +155.7% |
| All | +210.4% | -97.2% | +307.7% | +163.5% |
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