+65.5%
NI vs TSLQ
-97.2%
+162.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | 0.0% | -6.6% | +6.6% | -0.1% |
| 30D | -1.4% | -24.3% | +22.9% | -2.0% |
| 3M | -10.6% | -3.6% | -7.0% | -10.3% |
| 6M | -9.3% | -12.0% | +2.6% | -9.0% |
| YTD | +1.1% | +1.4% | -0.2% | +2.1% |
| 1Y | +3.4% | -43.6% | +46.9% | +2.8% |
| 3Y | +67.9% | -95.4% | +163.3% | +62.0% |
| All | +65.5% | -97.2% | +162.8% | +68.3% |
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