+87.9%
LIN vs TSLQ
-97.0%
+184.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.0% | -12.9% | -0.6% |
| 7D | -2.1% | -5.8% | +3.7% | -2.2% |
| 30D | -2.4% | -22.1% | +19.7% | -3.1% |
| 3M | -5.6% | +10.1% | -15.6% | -4.7% |
| 6M | -3.4% | -6.8% | +3.4% | -2.8% |
| YTD | +13.1% | +8.5% | +4.6% | +14.8% |
| 1Y | +2.5% | -49.7% | +52.2% | +1.0% |
| 3Y | +27.6% | -95.6% | +123.2% | +19.3% |
| All | +87.9% | -97.0% | +184.9% | +82.6% |
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