+65.8%
KEY vs TSLQ
-97.0%
+162.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +1.7% |
| 7D | +2.2% | -5.8% | +8.0% | +1.7% |
| 30D | -3.0% | -22.1% | +19.1% | -5.5% |
| 3M | +3.3% | +10.1% | -6.7% | +6.7% |
| 6M | +9.2% | -6.8% | +16.0% | +11.5% |
| YTD | +10.6% | +8.5% | +2.1% | +15.9% |
| 1Y | +20.4% | -49.7% | +70.1% | +15.4% |
| 3Y | +121.8% | -95.6% | +217.5% | +83.4% |
| All | +65.8% | -97.0% | +162.8% | +38.6% |
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