-63.4%
RUN vs TSLQ
-97.3%
+33.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.0% | +11.7% | +2.2% |
| 7D | +10.2% | -8.6% | +18.7% | +8.6% |
| 30D | -9.6% | -24.9% | +15.3% | -13.7% |
| 3M | -31.5% | -1.5% | -30.0% | -29.0% |
| 6M | -18.7% | -18.1% | -0.6% | -16.2% |
| YTD | -49.9% | -0.1% | -49.8% | -45.9% |
| 1Y | -45.5% | -51.4% | +5.9% | -46.0% |
| 3Y | -34.1% | -95.9% | +61.8% | -47.9% |
| All | -63.4% | -97.3% | +33.9% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling