+57.3%
LLY vs TSLQ
-17.8%
+75.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.6% |
| 7D | +10.1% | +9.8% | +0.2% | +10.1% |
| 30D | +24.0% | -6.0% | +30.1% | +24.0% |
| 3M | +27.3% | -35.0% | +62.3% | +27.0% |
| 6M | +47.0% | -24.9% | +71.9% | +47.3% |
| YTD | +32.6% | -12.7% | +45.2% | +32.7% |
| 1Y | +57.3% | -21.0% | +78.3% | +57.6% |
| All | +57.3% | -17.8% | +75.1% | +57.6% |
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 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