+28.6%
P vs TSLQ
-32.4%
+61.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.7% | -0.8% |
| 7D | +11.6% | -16.8% | +28.5% | +6.2% |
| 30D | -23.7% | -18.0% | -5.7% | -25.2% |
| 3M | -8.0% | -34.5% | +26.5% | -13.3% |
| 6M | +27.9% | -8.9% | +36.8% | +35.4% |
| YTD | +61.2% | -19.0% | +80.2% | +62.6% |
| 1Y | +28.6% | -38.2% | +66.8% | +43.6% |
| All | +28.6% | -32.4% | +61.0% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling