+411.9%
PR vs TSLQ
-97.3%
+509.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.0% | +9.2% | +0.6% |
| 7D | -0.6% | -8.6% | +8.0% | -1.1% |
| 30D | +17.4% | -24.9% | +42.3% | +15.2% |
| 3M | +21.8% | -1.5% | +23.3% | +23.0% |
| 6M | +27.6% | -18.1% | +45.7% | +27.6% |
| YTD | +71.4% | -0.1% | +71.5% | +75.6% |
| 1Y | +78.3% | -51.4% | +129.7% | +71.3% |
| 3Y | +85.5% | -95.9% | +181.4% | +58.5% |
| All | +411.9% | -97.3% | +509.1% | +345.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling