+85.5%
KRE vs TSLQ
-95.5%
+181.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.7% |
| 7D | -1.4% | +5.7% | -7.1% | -0.9% |
| 30D | -3.9% | -21.1% | +17.2% | -5.6% |
| 3M | +3.6% | -11.5% | +15.1% | +3.9% |
| 6M | +15.4% | -14.9% | +30.3% | +16.3% |
| YTD | +15.2% | +2.4% | +12.8% | +18.9% |
| 1Y | +16.5% | -49.8% | +66.2% | +13.0% |
| All | +85.5% | -95.5% | +181.0% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling