+155.2%
KEYS vs TSLQ
-95.6%
+250.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.9% |
| 7D | +3.5% | -6.6% | +10.1% | +2.7% |
| 30D | -4.5% | -24.3% | +19.8% | -7.4% |
| 3M | -0.4% | -3.6% | +3.2% | +1.4% |
| 6M | +19.1% | -12.0% | +31.1% | +21.9% |
| YTD | +66.7% | +1.4% | +65.3% | +74.4% |
| 1Y | +96.5% | -43.6% | +140.0% | +95.5% |
| 3Y | +155.2% | -95.4% | +250.6% | +130.8% |
| All | +155.2% | -95.6% | +250.7% | +130.8% |
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