+49.8%
LLY vs TSLQ
-49.1%
+98.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -3.2% | +5.7% | -8.8% | -3.0% |
| 30D | -7.4% | -21.1% | +13.6% | -7.7% |
| 3M | -1.0% | -11.5% | +10.5% | -0.9% |
| 6M | +12.5% | -14.9% | +27.4% | +12.8% |
| YTD | +5.0% | +2.4% | +2.6% | +5.9% |
| 1Y | +49.8% | -49.8% | +99.5% | +44.9% |
| All | +49.8% | -49.1% | +98.8% | +44.9% |
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 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