-13.6%
S vs TSLQ
-97.3%
+83.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -3.6% |
| 7D | -5.8% | -8.6% | +2.8% | -7.1% |
| 30D | -9.2% | -24.9% | +15.7% | -12.8% |
| 3M | +23.4% | -1.5% | +24.9% | +27.0% |
| 6M | +36.9% | -18.1% | +55.0% | +38.7% |
| YTD | +29.5% | -0.1% | +29.6% | +37.2% |
| 1Y | +5.4% | -51.4% | +56.8% | +0.3% |
| 3Y | +14.7% | -95.9% | +110.6% | -13.7% |
| All | -13.6% | -97.3% | +83.7% | -32.1% |
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 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