+278.4%
P vs TSLQ
-97.3%
+375.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | +5.0% | -8.0% | +13.0% | +3.7% |
| 30D | -0.9% | -23.8% | +22.8% | -5.1% |
| 3M | +38.7% | -7.0% | +45.7% | +42.1% |
| 6M | +54.4% | -17.1% | +71.5% | +58.7% |
| YTD | +44.8% | +0.1% | +44.8% | +55.7% |
| 1Y | +22.5% | -51.2% | +73.7% | +19.2% |
| 3Y | +148.2% | -95.9% | +244.2% | +105.2% |
| All | +278.4% | -97.3% | +375.7% | +214.2% |
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 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