+37.6%
ON vs TSLQ
-97.0%
+134.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.0% | -11.0% | +3.9% |
| 7D | +2.4% | -5.8% | +8.2% | +1.4% |
| 30D | -3.3% | -22.1% | +18.8% | -8.2% |
| 3M | -43.6% | +10.1% | -53.6% | -39.0% |
| 6M | +19.0% | -6.8% | +25.7% | +26.9% |
| YTD | +37.4% | +8.5% | +28.8% | +53.2% |
| 1Y | +54.8% | -49.7% | +104.5% | +49.1% |
| 3Y | -25.2% | -95.6% | +70.5% | -44.0% |
| All | +37.6% | -97.0% | +134.6% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling