-14.8%
KMB vs TSLQ
-50.5%
+35.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.0% | -14.8% | -3.2% |
| 7D | -4.2% | -5.8% | +1.6% | -4.0% |
| 30D | -6.6% | -22.1% | +15.5% | -5.8% |
| 3M | +12.6% | +10.1% | +2.6% | +11.4% |
| 6M | +2.9% | -6.8% | +9.6% | +1.5% |
| YTD | +6.8% | +8.5% | -1.8% | +4.2% |
| 1Y | -14.8% | -49.7% | +35.0% | -17.9% |
| All | -14.8% | -50.5% | +35.7% | -17.9% |
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