+105.6%
LIN vs TSLQ
-97.9%
+203.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.9% |
| 7D | +0.2% | -26.6% | +26.8% | -0.7% |
| 30D | +6.2% | -17.5% | +23.7% | +5.7% |
| 3M | +9.3% | -41.7% | +51.0% | +7.8% |
| 6M | +4.4% | -16.9% | +21.3% | +4.7% |
| YTD | +23.7% | -21.9% | +45.7% | +24.5% |
| 1Y | +23.5% | -32.5% | +56.0% | +23.7% |
| 3Y | +35.8% | -97.2% | +132.9% | +24.2% |
| All | +105.6% | -97.9% | +203.4% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling