+66.6%
NI vs TSLQ
-97.3%
+163.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.3% | -8.0% | +9.3% | +1.1% |
| 30D | -0.3% | -23.8% | +23.5% | -0.8% |
| 3M | -9.5% | -7.0% | -2.4% | -9.3% |
| 6M | -10.2% | -17.1% | +6.9% | -10.1% |
| YTD | +1.8% | +0.1% | +1.7% | +2.7% |
| 1Y | +5.7% | -51.2% | +56.9% | +4.7% |
| 3Y | +69.6% | -95.9% | +165.5% | +62.6% |
| All | +66.6% | -97.3% | +163.8% | +69.3% |
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 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