+525.2%
NET vs TSLQ
-97.0%
+622.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.0% | -14.0% | +0.6% |
| 7D | -7.0% | -5.8% | -1.2% | -7.6% |
| 30D | -4.8% | -22.1% | +17.3% | -8.4% |
| 3M | +3.8% | +10.1% | -6.2% | +10.4% |
| 6M | +50.0% | -6.8% | +56.8% | +55.6% |
| YTD | +41.5% | +8.5% | +32.9% | +53.4% |
| 1Y | +32.8% | -49.7% | +82.6% | +25.3% |
| 3Y | +335.9% | -95.6% | +431.5% | +212.2% |
| All | +525.2% | -97.0% | +622.3% | +424.9% |
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