+59.4%
NOW vs TSLQ
-97.3%
+156.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.0% | +3.0% | -6.0% |
| 7D | -6.1% | -8.6% | +2.5% | -6.9% |
| 30D | +7.5% | -24.9% | +32.4% | +4.4% |
| 3M | +17.5% | -1.5% | +19.1% | +20.0% |
| 6M | +7.9% | -18.1% | +26.0% | +8.8% |
| YTD | -12.4% | -0.1% | -12.3% | -8.7% |
| 1Y | -28.6% | -51.4% | +22.8% | -31.5% |
| 3Y | +11.8% | -95.9% | +107.8% | -9.5% |
| All | +59.4% | -97.3% | +156.7% | +32.5% |
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 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