+35.4%
KR vs TSLQ
-97.2%
+132.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.7% |
| 7D | -0.2% | -6.6% | +6.4% | 0.0% |
| 30D | +5.1% | -24.3% | +29.4% | +5.7% |
| 3M | -8.2% | -3.6% | -4.5% | -8.4% |
| 6M | -18.0% | -12.0% | -6.0% | -18.2% |
| YTD | -4.8% | +1.4% | -6.1% | -5.3% |
| 1Y | -11.0% | -43.6% | +32.5% | -11.0% |
| 3Y | +37.7% | -95.4% | +133.1% | +38.3% |
| All | +35.4% | -97.2% | +132.6% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling