+8.2%
KMB vs TSLQ
-29.0%
+37.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | -3.0% | -26.6% | +23.6% | -2.0% |
| 30D | +9.1% | -17.5% | +26.6% | +9.5% |
| 3M | -0.4% | -41.7% | +41.3% | +0.7% |
| 6M | +13.0% | -16.9% | +29.9% | +13.0% |
| YTD | +10.3% | -21.9% | +32.3% | +9.0% |
| 1Y | +8.2% | -32.5% | +40.7% | +6.8% |
| All | +8.2% | -29.0% | +37.2% | +6.8% |
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 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