-4.1%
KMB vs TSLQ
-97.8%
+93.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +2.0% |
| 7D | +0.9% | -16.8% | +17.8% | +1.1% |
| 30D | +10.1% | -18.0% | +28.0% | +10.3% |
| 3M | 0.0% | -34.5% | +34.5% | +0.4% |
| 6M | +15.7% | -8.9% | +24.6% | +15.6% |
| YTD | +12.6% | -19.0% | +31.6% | +12.5% |
| 1Y | +10.1% | -38.2% | +48.3% | +10.1% |
| 3Y | +2.1% | -96.9% | +99.1% | +2.2% |
| All | -4.1% | -97.8% | +93.7% | +1.1% |
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 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