+105.3%
LIN vs TSLQ
-97.6%
+202.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +2.0% | +4.7% | -2.7% | +2.3% |
| 30D | +7.9% | -5.6% | +13.4% | +7.8% |
| 3M | +6.3% | -34.6% | +40.9% | +5.2% |
| 6M | +6.5% | -11.4% | +17.9% | +7.1% |
| YTD | +23.6% | -14.1% | +37.7% | +24.7% |
| 1Y | +25.7% | -20.7% | +46.5% | +26.7% |
| 3Y | +35.6% | -96.9% | +132.5% | +24.4% |
| All | +105.3% | -97.6% | +202.9% | +98.4% |
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