+46.7%
KRE vs TSLQ
-97.3%
+143.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.0% | +6.7% | -2.1% |
| 7D | +2.3% | -8.6% | +10.9% | +1.5% |
| 30D | -2.5% | -24.9% | +22.4% | -5.0% |
| 3M | +6.2% | -1.5% | +7.8% | +7.8% |
| 6M | +15.8% | -18.1% | +33.9% | +16.3% |
| YTD | +16.0% | -0.1% | +16.1% | +19.8% |
| 1Y | +16.2% | -51.4% | +67.5% | +11.9% |
| 3Y | +86.4% | -95.9% | +182.3% | +58.2% |
| All | +46.7% | -97.3% | +143.9% | +27.6% |
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