-53.9%
RUN vs TSLQ
-17.8%
-36.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +3.2% |
| 7D | +18.5% | +9.8% | +8.6% | +21.9% |
| 30D | +15.5% | -6.0% | +21.5% | +14.1% |
| 3M | -20.3% | -35.0% | +14.7% | -28.7% |
| 6M | -30.8% | -24.9% | -5.8% | -30.2% |
| YTD | -52.2% | -12.7% | -39.6% | -47.3% |
| 1Y | -53.9% | -21.0% | -32.9% | -49.4% |
| All | -53.9% | -17.8% | -36.1% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling