+294.3%
P vs TSLQ
-97.3%
+391.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.0% | +9.6% | +0.1% |
| 7D | +7.8% | -8.6% | +16.4% | +6.4% |
| 30D | +12.3% | -24.9% | +37.2% | +7.3% |
| 3M | +37.1% | -1.5% | +38.6% | +42.1% |
| 6M | +66.1% | -18.1% | +84.1% | +70.4% |
| YTD | +50.9% | -0.1% | +51.0% | +62.2% |
| 1Y | +27.2% | -51.4% | +78.6% | +23.6% |
| 3Y | +158.7% | -95.9% | +254.6% | +113.8% |
| All | +294.3% | -97.3% | +391.6% | +227.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling