-13.7%
KMB vs TSLQ
-97.2%
+83.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -7.7% | +5.7% | -13.4% | -7.7% |
| 30D | -8.2% | -21.1% | +12.9% | -8.0% |
| 3M | -1.9% | -11.5% | +9.6% | -1.9% |
| 6M | -0.7% | -14.9% | +14.2% | -0.8% |
| YTD | +1.4% | +2.4% | -1.0% | +1.0% |
| 1Y | -19.1% | -49.8% | +30.6% | -19.3% |
| 3Y | -12.6% | -95.8% | +83.2% | -12.6% |
| All | -13.7% | -97.2% | +83.5% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling