+90.6%
RF vs TSLQ
-97.6%
+188.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -11.1% | +13.3% | +1.2% |
| 7D | -0.1% | +8.5% | -8.6% | +1.0% |
| 30D | +7.0% | -4.8% | +11.8% | +7.1% |
| 3M | -7.0% | -34.9% | +27.8% | -9.8% |
| 6M | +6.8% | -10.6% | +17.4% | +8.3% |
| YTD | +9.9% | -13.4% | +23.3% | +12.4% |
| 1Y | +21.1% | -25.9% | +47.0% | +22.5% |
| 3Y | +119.6% | -96.9% | +216.5% | +80.9% |
| All | +90.6% | -97.6% | +188.2% | +69.1% |
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 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