-10.0%
LOW vs TSLQ
-95.5%
+85.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.9% |
| 7D | -2.6% | +5.7% | -8.3% | -2.4% |
| 30D | -11.1% | -21.1% | +9.9% | -11.9% |
| 3M | -8.5% | -11.5% | +3.0% | -8.4% |
| 6M | -20.8% | -14.9% | -5.9% | -20.5% |
| YTD | -17.2% | +2.4% | -19.6% | -15.9% |
| 1Y | -24.7% | -49.8% | +25.0% | -25.8% |
| All | -10.0% | -95.5% | +85.5% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling