+297.6%
P vs TSLQ
-97.6%
+395.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.0% |
| 7D | -13.3% | +4.7% | -18.0% | -11.1% |
| 30D | -34.0% | -5.6% | -28.4% | -33.1% |
| 3M | +4.1% | -34.6% | +38.6% | -0.4% |
| 6M | +30.5% | -11.4% | +41.8% | +37.6% |
| YTD | +52.2% | -14.1% | +66.3% | +63.5% |
| 1Y | +10.3% | -20.7% | +31.0% | +17.4% |
| 3Y | +180.9% | -96.9% | +277.7% | +123.7% |
| All | +297.6% | -97.6% | +395.2% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling