+67.8%
NOW vs TSLQ
-97.0%
+164.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.0% | -15.0% | -1.4% |
| 7D | -2.4% | -5.8% | +3.4% | -2.7% |
| 30D | +20.5% | -22.1% | +42.6% | +17.7% |
| 3M | +18.3% | +10.1% | +8.3% | +23.0% |
| 6M | +24.1% | -6.8% | +30.8% | +27.2% |
| YTD | -7.8% | +8.5% | -16.3% | -2.8% |
| 1Y | -21.4% | -49.7% | +28.3% | -24.3% |
| 3Y | +19.5% | -95.6% | +115.2% | -2.6% |
| All | +67.8% | -97.0% | +164.8% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling