-8.0%
KMB vs TSLQ
-97.0%
+89.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -1.7% |
| 7D | -3.0% | -5.8% | +2.7% | -3.0% |
| 30D | -5.5% | -22.1% | +16.6% | -5.3% |
| 3M | +14.0% | +10.1% | +3.9% | +13.7% |
| 6M | +4.1% | -6.8% | +10.8% | +3.8% |
| YTD | +8.0% | +8.5% | -0.5% | +7.6% |
| 1Y | -13.7% | -49.7% | +36.0% | -14.0% |
| 3Y | -5.9% | -95.6% | +89.7% | -6.0% |
| All | -8.0% | -97.0% | +89.0% | -3.2% |
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