+98.1%
RF vs TSLQ
-97.3%
+195.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -1.9% |
| 7D | +2.7% | -8.6% | +11.2% | +2.0% |
| 30D | -3.4% | -24.9% | +21.5% | -5.6% |
| 3M | +6.4% | -1.5% | +7.9% | +7.9% |
| 6M | +13.4% | -18.1% | +31.5% | +13.9% |
| YTD | +14.2% | -0.1% | +14.4% | +17.6% |
| 1Y | +15.7% | -51.4% | +67.1% | +11.6% |
| 3Y | +91.3% | -95.9% | +187.3% | +63.8% |
| All | +98.1% | -97.3% | +195.4% | +77.0% |
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