+96.0%
KEYS vs TSLQ
-50.5%
+146.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.6% | +3.2% |
| 7D | +2.3% | -5.8% | +8.0% | +1.6% |
| 30D | -2.6% | -22.1% | +19.5% | -5.9% |
| 3M | -4.6% | +10.1% | -14.7% | -0.2% |
| 6M | +8.7% | -6.8% | +15.5% | +13.0% |
| YTD | +61.0% | +8.5% | +52.5% | +70.6% |
| 1Y | +96.0% | -49.7% | +145.7% | +110.4% |
| All | +96.0% | -50.5% | +146.5% | +110.4% |
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