+51.2%
NXPI vs TSLQ
-97.0%
+148.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -0.2% |
| 7D | +6.8% | -16.8% | +23.6% | +3.8% |
| 30D | +20.0% | -18.0% | +38.0% | +17.8% |
| 3M | +14.8% | -34.5% | +49.3% | +9.6% |
| 6M | -10.5% | -8.9% | -1.5% | -7.0% |
| YTD | +23.7% | -19.0% | +42.7% | +28.5% |
| 1Y | +34.1% | -38.2% | +72.3% | +34.1% |
| 3Y | +51.2% | -96.9% | +148.2% | +24.2% |
| All | +51.2% | -97.0% | +148.3% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling