-75.1%
OPEN vs TSLQ
-97.9%
+22.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.5% | -6.0% | -10.5% |
| 7D | -31.0% | -26.6% | -4.4% | -37.1% |
| 30D | -41.5% | -17.5% | -24.0% | -44.2% |
| 3M | -64.6% | -41.7% | -22.9% | -69.0% |
| 6M | -73.8% | -16.9% | -56.8% | -72.9% |
| YTD | -78.8% | -21.9% | -56.9% | -77.7% |
| 1Y | -86.8% | -32.5% | -54.3% | -86.4% |
| 3Y | -40.6% | -97.2% | +56.5% | -69.0% |
| All | -75.1% | -97.9% | +22.8% | -85.1% |
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