+8.7%
O vs TSLQ
-97.2%
+105.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -2.9% | -6.6% | +3.7% | -3.0% |
| 30D | -4.5% | -24.3% | +19.8% | -4.9% |
| 3M | -2.6% | -3.6% | +1.0% | -2.5% |
| 6M | -5.6% | -12.0% | +6.3% | -5.4% |
| YTD | +9.3% | +1.4% | +7.9% | +10.0% |
| 1Y | +4.3% | -43.6% | +47.9% | +3.9% |
| 3Y | +27.4% | -95.4% | +122.8% | +24.2% |
| All | +8.7% | -97.2% | +105.9% | +6.8% |
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