+277.2%
P vs TSLQ
-97.3%
+374.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +1.8% |
| 7D | -23.8% | +19.7% | -43.5% | -20.0% |
| 30D | -36.6% | +4.1% | -40.7% | -34.6% |
| 3M | +10.9% | -30.9% | +41.7% | +7.2% |
| 6M | +30.0% | -13.6% | +43.6% | +36.8% |
| YTD | +44.4% | -2.6% | +47.0% | +58.7% |
| 1Y | +3.9% | -10.4% | +14.4% | +13.3% |
| 3Y | +176.6% | -96.4% | +273.0% | +126.7% |
| All | +277.2% | -97.3% | +374.5% | +220.2% |
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 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