-72.5%
OPEN vs TSLQ
-97.8%
+25.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.8% | +10.0% | +2.6% |
| 7D | -31.1% | -7.3% | -23.7% | -32.0% |
| 30D | -34.7% | -13.2% | -21.5% | -36.8% |
| 3M | -61.9% | -37.6% | -24.2% | -65.9% |
| 6M | -71.9% | -9.3% | -62.5% | -70.1% |
| YTD | -76.6% | -19.1% | -57.5% | -75.1% |
| 1Y | -83.9% | -27.2% | -56.7% | -83.0% |
| 3Y | -34.4% | -97.1% | +62.7% | -65.4% |
| All | -72.5% | -97.8% | +25.3% | -83.4% |
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