-1.0%
LYB vs TSLQ
-97.2%
+96.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.0% |
| 7D | +0.3% | -6.6% | +6.9% | -0.1% |
| 30D | +2.5% | -24.3% | +26.8% | +1.1% |
| 3M | +1.4% | -3.6% | +5.0% | +2.0% |
| 6M | -3.5% | -12.0% | +8.5% | -3.0% |
| YTD | +52.0% | +1.4% | +50.6% | +55.0% |
| 1Y | +22.1% | -43.6% | +65.6% | +20.0% |
| 3Y | -22.8% | -95.4% | +72.6% | -29.7% |
| All | -1.0% | -97.2% | +96.2% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling