+173.3%
P vs TSLQ
-96.4%
+269.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +1.9% |
| 7D | -23.8% | +19.7% | -43.5% | -20.1% |
| 30D | -36.6% | +4.1% | -40.7% | -34.7% |
| 3M | +10.9% | -30.9% | +41.7% | +7.4% |
| 6M | +30.0% | -13.6% | +43.6% | +36.6% |
| YTD | +44.4% | -2.6% | +47.0% | +58.0% |
| 1Y | +3.9% | -10.4% | +14.4% | +12.9% |
| All | +173.3% | -96.4% | +269.7% | +128.5% |
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