+55.7%
NOW vs TSLQ
-97.3%
+153.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -4.1% | -8.0% | +3.9% | -4.9% |
| 30D | +2.9% | -23.8% | +26.7% | +0.1% |
| 3M | +22.6% | -7.0% | +29.6% | +24.1% |
| 6M | +7.5% | -17.1% | +24.6% | +8.6% |
| YTD | -14.4% | +0.1% | -14.5% | -10.8% |
| 1Y | -29.8% | -51.2% | +21.4% | -32.6% |
| 3Y | +9.2% | -95.9% | +105.2% | -11.6% |
| All | +55.7% | -97.3% | +153.0% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling