-13.6%
S vs TSLQ
-97.3%
+83.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.2% | -8.0% | +6.8% | -2.4% |
| 30D | -12.6% | -23.8% | +11.2% | -15.8% |
| 3M | +27.6% | -7.0% | +34.6% | +30.0% |
| 6M | +35.5% | -17.1% | +52.6% | +37.5% |
| YTD | +29.6% | +0.1% | +29.5% | +37.3% |
| 1Y | +8.1% | -51.2% | +59.3% | +2.9% |
| 3Y | +14.8% | -95.9% | +110.7% | -13.6% |
| All | -13.6% | -97.3% | +83.7% | -32.0% |
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 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