-24.5%
KVUE vs TSLQ
-97.4%
+72.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | -5.1% | -6.6% | +1.5% | -5.1% |
| 30D | -6.3% | -24.3% | +18.0% | -6.4% |
| 3M | -0.5% | -3.6% | +3.1% | -0.5% |
| 6M | +3.1% | -12.0% | +15.0% | +3.1% |
| YTD | +6.7% | +1.4% | +5.3% | +6.9% |
| 1Y | -1.1% | -43.6% | +42.4% | -1.3% |
| 3Y | -8.7% | -95.4% | +86.7% | -10.0% |
| All | -24.5% | -97.4% | +72.9% | -12.2% |
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