+18.4%
KEY vs TSLQ
-50.7%
+69.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.3% | -8.0% | +7.7% | -0.6% |
| 30D | -3.3% | -23.8% | +20.5% | -4.1% |
| 3M | -0.7% | -7.0% | +6.3% | -0.4% |
| 6M | +12.5% | -17.1% | +29.6% | +12.7% |
| YTD | +8.4% | +0.1% | +8.3% | +9.1% |
| 1Y | +18.4% | -51.2% | +69.6% | +20.7% |
| All | +18.4% | -50.7% | +69.2% | +20.7% |
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 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