-18.8%
OPEN vs TSLQ
-95.9%
+77.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.0% | +5.4% | -4.3% |
| 7D | +1.0% | -8.6% | +9.6% | -0.8% |
| 30D | -11.9% | -24.9% | +13.0% | -16.4% |
| 3M | -28.8% | -1.5% | -27.3% | -25.5% |
| 6M | -38.6% | -18.1% | -20.5% | -36.7% |
| YTD | -47.3% | -0.1% | -47.2% | -42.8% |
| 1Y | -49.2% | -51.4% | +2.2% | -49.7% |
| 3Y | -18.8% | -95.9% | +77.1% | -25.2% |
| All | -18.8% | -95.9% | +77.1% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling