-75.2%
OPEN vs TSLQ
-0.4%
-74.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +21.8% | -31.3% | -3.3% |
| 7D | -5.8% | +32.9% | -38.7% | +3.2% |
| 30D | -21.1% | +15.4% | -36.5% | -16.9% |
| 3M | -52.4% | -23.7% | -28.7% | -55.3% |
| 6M | -65.8% | -10.1% | -55.7% | -64.3% |
| YTD | -69.3% | +6.3% | -75.6% | -63.7% |
| 1Y | -75.2% | +4.6% | -79.8% | -69.3% |
| All | -75.2% | -0.4% | -74.9% | -69.3% |
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 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