+21.3%
NOK vs TSLQ
-17.8%
+39.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -1.1% |
| 7D | -10.4% | +9.8% | -20.2% | -8.4% |
| 30D | -19.0% | -6.0% | -13.0% | -19.3% |
| 3M | -16.7% | -35.0% | +18.3% | -22.2% |
| 6M | -37.1% | -24.9% | -12.2% | -35.3% |
| YTD | +27.7% | -12.7% | +40.3% | +35.4% |
| 1Y | +21.3% | -21.0% | +42.3% | +28.0% |
| All | +21.3% | -17.8% | +39.1% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling