-43.8%
OPEN vs TSLQ
-97.2%
+53.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.7% |
| 7D | -11.4% | -6.6% | -4.8% | -13.1% |
| 30D | -20.1% | -24.3% | +4.2% | -25.4% |
| 3M | -37.6% | -3.6% | -34.0% | -34.3% |
| 6M | -47.1% | -12.0% | -35.1% | -43.9% |
| YTD | -52.1% | +1.4% | -53.5% | -46.3% |
| 1Y | -73.5% | -43.6% | -29.9% | -73.7% |
| 3Y | -24.4% | -95.4% | +71.0% | -47.0% |
| All | -43.8% | -97.2% | +53.5% | -64.1% |
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