+60.2%
KEY vs TSLQ
-97.8%
+158.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.2% | -0.2% |
| 7D | -0.5% | -7.3% | +6.8% | -1.0% |
| 30D | +6.7% | -13.2% | +19.9% | +5.7% |
| 3M | -4.6% | -37.6% | +33.0% | -8.7% |
| 6M | +2.6% | -9.3% | +11.9% | +4.8% |
| YTD | +7.0% | -19.1% | +26.0% | +9.2% |
| 1Y | +23.5% | -27.2% | +50.7% | +25.0% |
| 3Y | +126.4% | -97.1% | +223.4% | +76.2% |
| All | +60.2% | -97.8% | +158.0% | +30.6% |
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 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