+140.9%
NOK vs TSLQ
-49.6%
+190.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.6% |
| 7D | +11.0% | -6.6% | +17.6% | +9.8% |
| 30D | +7.8% | -24.3% | +32.1% | +3.4% |
| 3M | -21.0% | -3.6% | -17.4% | -18.8% |
| 6M | +40.9% | -12.0% | +52.8% | +47.2% |
| YTD | +72.0% | +1.4% | +70.6% | +82.4% |
| 1Y | +140.9% | -43.6% | +184.5% | +165.9% |
| All | +140.9% | -49.6% | +190.5% | +165.9% |
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 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