+62.8%
KEY vs TSLQ
-97.3%
+160.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.2% | -2.7% |
| 7D | +2.7% | -8.6% | +11.3% | +1.8% |
| 30D | -3.2% | -24.9% | +21.7% | -6.1% |
| 3M | +1.0% | -1.5% | +2.5% | +2.7% |
| 6M | +11.9% | -18.1% | +29.9% | +12.4% |
| YTD | +8.7% | -0.1% | +8.8% | +12.8% |
| 1Y | +18.5% | -51.4% | +69.8% | +13.2% |
| 3Y | +124.0% | -95.9% | +219.9% | +84.1% |
| All | +62.8% | -97.3% | +160.1% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling