+36.2%
LIN vs TSLQ
-96.3%
+132.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.2% | -1.3% |
| 7D | +0.2% | +19.7% | -19.5% | +0.7% |
| 30D | +6.5% | +4.1% | +2.3% | +6.7% |
| 3M | +5.5% | -30.9% | +36.3% | +4.8% |
| 6M | +3.3% | -13.6% | +17.0% | +3.6% |
| YTD | +22.0% | -2.6% | +24.6% | +23.3% |
| 1Y | +25.7% | -10.4% | +36.2% | +26.9% |
| 3Y | +36.2% | -96.4% | +132.6% | +29.0% |
| All | +36.2% | -96.3% | +132.5% | +29.0% |
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