+175.2%
PL vs TSLQ
-97.3%
+272.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -8.4% | +18.8% | +8.6% |
| 7D | -6.8% | +19.7% | -26.5% | -2.2% |
| 30D | -29.3% | +4.1% | -33.4% | -27.3% |
| 3M | -44.8% | -30.9% | -13.9% | -47.1% |
| 6M | -68.4% | -13.6% | -54.8% | -66.5% |
| YTD | -36.4% | -2.6% | -33.8% | -29.7% |
| 1Y | +0.7% | -10.4% | +11.2% | +11.1% |
| 3Y | +455.3% | -96.4% | +551.7% | +321.5% |
| All | +175.2% | -97.3% | +272.5% | +136.7% |
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