+19.8%
LOW vs TSLQ
-97.3%
+117.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.0% | +6.2% | -2.2% |
| 7D | +0.4% | -8.6% | +8.9% | 0.0% |
| 30D | -10.1% | -24.9% | +14.8% | -11.3% |
| 3M | -2.9% | -1.5% | -1.3% | -2.1% |
| 6M | -19.4% | -18.1% | -1.3% | -19.2% |
| YTD | -15.4% | -0.1% | -15.3% | -14.0% |
| 1Y | -24.9% | -51.4% | +26.4% | -26.3% |
| 3Y | -7.8% | -95.9% | +88.1% | -15.7% |
| All | +19.8% | -97.3% | +117.1% | +14.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling