-25.3%
QS vs TSLQ
-95.5%
+70.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.2% |
| 7D | -5.0% | +5.7% | -10.6% | -3.4% |
| 30D | -18.3% | -21.1% | +2.8% | -22.1% |
| 3M | -26.0% | -11.5% | -14.5% | -23.9% |
| 6M | -24.0% | -14.9% | -9.1% | -19.6% |
| YTD | -50.3% | +2.4% | -52.7% | -44.4% |
| 1Y | -38.0% | -49.8% | +11.8% | -37.9% |
| All | -25.3% | -95.5% | +70.3% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling