+353.6%
NET vs TSLQ
-95.9%
+449.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.0% | +9.9% | +0.6% |
| 7D | -0.4% | -8.6% | +8.1% | -1.5% |
| 30D | -5.3% | -24.9% | +19.6% | -8.6% |
| 3M | +14.7% | -1.5% | +16.3% | +17.9% |
| 6M | +45.7% | -18.1% | +63.7% | +46.8% |
| YTD | +44.2% | -0.1% | +44.3% | +51.6% |
| 1Y | +30.5% | -51.4% | +81.8% | +24.9% |
| 3Y | +353.6% | -95.9% | +449.5% | +293.0% |
| All | +353.6% | -95.9% | +449.4% | +293.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling