+18.3%
NOW vs TSLQ
-97.6%
+116.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -3.2% |
| 7D | -8.7% | +4.7% | -13.4% | -7.7% |
| 30D | -29.3% | -5.6% | -23.7% | -29.2% |
| 3M | -21.8% | -34.6% | +12.7% | -24.7% |
| 6M | +9.2% | -11.4% | +20.6% | +11.4% |
| YTD | -35.0% | -14.1% | -20.9% | -32.8% |
| 1Y | -42.5% | -20.7% | -21.8% | -41.0% |
| 3Y | -21.5% | -96.9% | +75.3% | -39.7% |
| All | +18.3% | -97.6% | +116.0% | -2.6% |
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