+180.5%
PL vs TSLQ
-50.5%
+231.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.2% | +1.4% |
| 7D | -9.3% | -5.8% | -3.5% | -10.4% |
| 30D | -18.9% | -22.1% | +3.2% | -23.1% |
| 3M | -58.4% | +10.1% | -68.4% | -55.2% |
| 6M | -30.3% | -6.8% | -23.5% | -24.6% |
| YTD | -8.1% | +8.5% | -16.6% | +2.6% |
| 1Y | +180.5% | -49.7% | +230.2% | +283.5% |
| All | +180.5% | -50.5% | +231.0% | +283.5% |
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 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