-46.7%
QS vs TSLQ
-97.2%
+50.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.1% |
| 7D | -5.0% | +5.7% | -10.6% | -3.1% |
| 30D | -18.3% | -21.1% | +2.8% | -22.8% |
| 3M | -26.0% | -11.5% | -14.5% | -23.6% |
| 6M | -24.0% | -14.9% | -9.1% | -18.9% |
| YTD | -50.3% | +2.4% | -52.7% | -43.2% |
| 1Y | -38.0% | -49.8% | +11.8% | -38.7% |
| 3Y | -24.6% | -95.8% | +71.2% | -47.6% |
| All | -46.7% | -97.2% | +50.5% | -62.1% |
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