+58.9%
SE vs TSLQ
-97.2%
+156.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.6% |
| 7D | -4.8% | +5.7% | -10.5% | -3.9% |
| 30D | -18.1% | -21.1% | +3.0% | -20.4% |
| 3M | +30.6% | -11.5% | +42.1% | +31.3% |
| 6M | +20.8% | -14.9% | +35.7% | +22.5% |
| YTD | -15.6% | +2.4% | -18.0% | -11.3% |
| 1Y | -44.2% | -49.8% | +5.6% | -46.0% |
| 3Y | +181.5% | -95.8% | +277.4% | +127.1% |
| All | +58.9% | -97.2% | +156.1% | +37.4% |
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