+40.9%
ON vs TSLQ
-97.2%
+138.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.3% |
| 7D | +2.4% | -6.6% | +9.0% | +0.7% |
| 30D | -8.6% | -24.3% | +15.7% | -13.9% |
| 3M | -34.3% | -3.6% | -30.7% | -32.1% |
| 6M | +28.5% | -12.0% | +40.5% | +35.1% |
| YTD | +40.6% | +1.4% | +39.2% | +54.3% |
| 1Y | +55.3% | -43.6% | +98.9% | +53.6% |
| 3Y | -22.2% | -95.4% | +73.2% | -40.1% |
| All | +40.9% | -97.2% | +138.1% | +9.1% |
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