+232.7%
LITE vs TSLQ
-17.8%
+250.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.4% | -14.3% | -5.9% |
| 7D | -31.4% | +9.8% | -41.3% | -29.4% |
| 30D | -42.6% | -6.0% | -36.5% | -42.7% |
| 3M | -26.2% | -35.0% | +8.8% | -32.6% |
| 6M | -35.8% | -24.9% | -10.9% | -34.2% |
| YTD | +70.0% | -12.7% | +82.7% | +88.9% |
| 1Y | +232.7% | -21.0% | +253.7% | +256.7% |
| All | +232.7% | -17.8% | +250.5% | +256.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling