+62.4%
KEY vs TSLQ
-97.3%
+159.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.3% | -8.0% | +7.7% | -1.1% |
| 30D | -3.3% | -23.8% | +20.5% | -6.0% |
| 3M | -0.7% | -7.0% | +6.3% | +0.3% |
| 6M | +12.5% | -17.1% | +29.6% | +13.2% |
| YTD | +8.4% | +0.1% | +8.3% | +12.5% |
| 1Y | +18.4% | -51.2% | +69.6% | +13.2% |
| 3Y | +123.3% | -95.9% | +219.2% | +83.6% |
| All | +62.4% | -97.3% | +159.7% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling