-1.3%
S vs TSLQ
-97.8%
+96.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | +0.3% |
| 7D | +2.0% | -16.8% | +18.8% | -1.1% |
| 30D | -2.7% | -18.0% | +15.2% | -4.7% |
| 3M | -6.9% | -34.5% | +27.6% | -11.3% |
| 6M | +38.1% | -8.9% | +47.0% | +43.2% |
| YTD | +48.0% | -19.0% | +67.0% | +53.8% |
| 1Y | +34.5% | -38.2% | +72.7% | +33.9% |
| 3Y | +38.3% | -96.9% | +135.2% | -2.6% |
| All | -1.3% | -97.8% | +96.5% | -23.8% |
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