-65.7%
RUN vs TSLQ
-97.2%
+31.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -1.5% |
| 7D | -3.4% | +5.7% | -9.0% | -2.1% |
| 30D | -14.0% | -21.1% | +7.1% | -17.1% |
| 3M | -27.5% | -11.5% | -16.0% | -26.4% |
| 6M | -29.0% | -14.9% | -14.1% | -26.2% |
| YTD | -53.1% | +2.4% | -55.5% | -49.1% |
| 1Y | -46.7% | -49.8% | +3.0% | -46.9% |
| 3Y | -38.3% | -95.8% | +57.5% | -51.0% |
| All | -65.7% | -97.2% | +31.5% | -70.0% |
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 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