+100.1%
NDAQ vs TSLQ
-97.0%
+197.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.8% | -1.0% |
| 7D | -2.4% | -5.8% | +3.3% | -2.7% |
| 30D | +2.5% | -22.1% | +24.5% | +1.0% |
| 3M | +9.9% | +10.1% | -0.1% | +12.0% |
| 6M | +9.4% | -6.8% | +16.2% | +10.7% |
| YTD | +0.4% | +8.5% | -8.1% | +3.2% |
| 1Y | +4.0% | -49.7% | +53.8% | +1.6% |
| 3Y | +94.4% | -95.6% | +190.0% | +73.7% |
| All | +100.1% | -97.0% | +197.2% | +85.5% |
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