+9.5%
S vs TSLQ
-50.5%
+60.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +1.9% |
| 7D | -7.7% | -5.8% | -1.9% | -8.1% |
| 30D | -5.3% | -22.1% | +16.8% | -7.5% |
| 3M | +20.3% | +10.1% | +10.2% | +24.0% |
| 6M | +47.4% | -6.8% | +54.1% | +50.0% |
| YTD | +32.5% | +8.5% | +24.0% | +37.2% |
| 1Y | +9.5% | -49.7% | +59.3% | +10.9% |
| All | +9.5% | -50.5% | +60.0% | +10.9% |
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