-36.5%
OPEN vs TSLQ
-97.0%
+60.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.3% | +4.2% |
| 7D | -4.3% | -5.8% | +1.5% | -5.5% |
| 30D | -16.2% | -22.1% | +5.9% | -21.1% |
| 3M | -36.4% | +10.1% | -46.4% | -29.8% |
| 6M | -35.5% | -6.8% | -28.7% | -30.4% |
| YTD | -46.0% | +8.5% | -54.5% | -38.2% |
| 1Y | -47.1% | -49.7% | +2.6% | -48.2% |
| 3Y | -19.0% | -95.6% | +76.6% | -48.2% |
| All | -36.5% | -97.0% | +60.5% | -58.7% |
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