+55.3%
ON vs TSLQ
-49.6%
+105.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.0% | +9.5% | +8.3% |
| 7D | +2.4% | -6.6% | +9.0% | +0.9% |
| 30D | -8.6% | -24.3% | +15.7% | -13.6% |
| 3M | -34.3% | -3.6% | -30.7% | -31.8% |
| 6M | +28.5% | -12.0% | +40.5% | +35.9% |
| YTD | +40.6% | +1.4% | +39.2% | +53.3% |
| 1Y | +55.3% | -43.6% | +98.9% | +61.8% |
| All | +55.3% | -49.6% | +105.0% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling