+22.3%
KMI vs TSLQ
-50.5%
+72.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.0% | -12.6% | -0.8% |
| 7D | -0.5% | -5.8% | +5.3% | -0.4% |
| 30D | +0.9% | -22.1% | +23.0% | +1.2% |
| 3M | 0.0% | +10.1% | -10.1% | +0.1% |
| 6M | -5.7% | -6.8% | +1.1% | -5.6% |
| YTD | +17.5% | +8.5% | +9.0% | +18.2% |
| 1Y | +22.3% | -49.7% | +72.0% | +23.3% |
| All | +22.3% | -50.5% | +72.8% | +23.3% |
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