+39.1%
O vs TSLQ
-97.0%
+136.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -0.7% |
| 7D | -0.4% | -16.8% | +16.5% | -0.4% |
| 30D | +7.1% | -18.0% | +25.1% | +7.0% |
| 3M | -5.2% | -34.5% | +29.2% | -5.4% |
| 6M | -1.8% | -8.9% | +7.1% | -1.6% |
| YTD | +9.1% | -19.0% | +28.1% | +9.3% |
| 1Y | +9.7% | -38.2% | +47.9% | +9.6% |
| 3Y | +39.1% | -96.9% | +136.1% | +42.4% |
| All | +39.1% | -97.0% | +136.2% | +42.4% |
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