-17.7%
LVS vs TSLQ
-50.5%
+32.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.0% | -12.3% | +0.1% |
| 7D | -1.5% | -5.8% | +4.3% | -1.7% |
| 30D | -3.2% | -22.1% | +18.9% | -4.1% |
| 3M | -12.0% | +10.1% | -22.0% | -10.5% |
| 6M | -19.9% | -6.8% | -13.1% | -19.6% |
| YTD | -30.6% | +8.5% | -39.2% | -29.7% |
| 1Y | -17.7% | -49.7% | +32.0% | -13.7% |
| All | -17.7% | -50.5% | +32.7% | -13.7% |
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