+31.9%
KR vs TSLQ
-97.2%
+129.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.8% |
| 7D | -2.7% | +5.7% | -8.3% | -2.8% |
| 30D | +1.9% | -21.1% | +23.0% | +2.5% |
| 3M | -11.0% | -11.5% | +0.5% | -11.1% |
| 6M | -20.2% | -14.9% | -5.3% | -20.3% |
| YTD | -7.3% | +2.4% | -9.7% | -7.8% |
| 1Y | -13.1% | -49.8% | +36.7% | -13.0% |
| 3Y | +29.7% | -95.8% | +125.5% | +30.1% |
| All | +31.9% | -97.2% | +129.0% | +40.6% |
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