+497.6%
NET vs TSLQ
-97.6%
+595.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -1.2% |
| 7D | -16.4% | +9.8% | -26.2% | -14.6% |
| 30D | -25.8% | -6.0% | -19.8% | -26.3% |
| 3M | -11.5% | -35.0% | +23.5% | -17.1% |
| 6M | +18.9% | -24.9% | +43.9% | +17.5% |
| YTD | +35.2% | -12.7% | +47.9% | +41.6% |
| 1Y | +14.5% | -21.0% | +35.5% | +18.9% |
| 3Y | +313.8% | -96.7% | +410.6% | +168.7% |
| All | +497.6% | -97.6% | +595.2% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling