+125.3%
KEY vs TSLQ
-96.9%
+222.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | +0.5% | +4.7% | -4.2% | +1.3% |
| 30D | +6.9% | -5.6% | +12.4% | +6.9% |
| 3M | -5.0% | -34.6% | +29.6% | -7.9% |
| 6M | +0.7% | -11.4% | +12.1% | +2.3% |
| YTD | +6.5% | -14.1% | +20.6% | +9.0% |
| 1Y | +22.6% | -20.7% | +43.4% | +25.1% |
| 3Y | +125.3% | -96.9% | +222.2% | +98.3% |
| All | +125.3% | -96.9% | +222.3% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling