+36.7%
LIN vs TSLQ
-97.0%
+133.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.8% |
| 7D | +2.1% | -16.8% | +18.9% | +1.7% |
| 30D | +6.8% | -18.0% | +24.7% | +6.4% |
| 3M | +10.4% | -34.5% | +44.8% | +9.5% |
| 6M | +3.2% | -8.9% | +12.1% | +3.7% |
| YTD | +24.6% | -19.0% | +43.6% | +25.3% |
| 1Y | +24.4% | -38.2% | +62.6% | +24.2% |
| 3Y | +36.7% | -96.9% | +133.7% | +29.9% |
| All | +36.7% | -97.0% | +133.8% | +29.9% |
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