+138.9%
KEYS vs TSLQ
-97.3%
+236.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.9% | -8.0% | +10.9% | +2.0% |
| 30D | -1.3% | -23.8% | +22.5% | -4.4% |
| 3M | -0.1% | -7.0% | +6.9% | +1.4% |
| 6M | +17.4% | -17.1% | +34.5% | +19.2% |
| YTD | +62.9% | +0.1% | +62.9% | +70.6% |
| 1Y | +95.7% | -51.2% | +146.9% | +91.0% |
| 3Y | +150.2% | -95.9% | +246.1% | +112.8% |
| All | +138.9% | -97.3% | +236.1% | +109.2% |
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