+124.8%
NDAQ vs TSLQ
-97.8%
+222.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | +0.1% |
| 7D | +1.3% | -16.8% | +18.1% | +0.1% |
| 30D | +18.0% | -18.0% | +35.9% | +16.8% |
| 3M | +11.5% | -34.5% | +46.0% | +9.2% |
| 6M | +21.1% | -8.9% | +30.0% | +22.6% |
| YTD | +12.8% | -19.0% | +31.8% | +14.2% |
| 1Y | +25.7% | -38.2% | +63.9% | +24.9% |
| 3Y | +116.8% | -96.9% | +213.7% | +88.7% |
| All | +124.8% | -97.8% | +222.6% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling