+11.2%
SE vs TSLQ
-97.8%
+109.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.6% |
| 7D | -0.5% | -16.8% | +16.4% | -2.9% |
| 30D | -20.9% | -18.0% | -3.0% | -22.5% |
| 3M | -38.9% | -34.5% | -4.4% | -41.5% |
| 6M | -19.4% | -8.9% | -10.5% | -17.3% |
| YTD | -40.9% | -19.0% | -21.9% | -39.4% |
| 1Y | -46.2% | -38.2% | -8.0% | -46.6% |
| 3Y | +63.7% | -96.9% | +160.6% | +24.0% |
| All | +11.2% | -97.8% | +109.0% | -6.0% |
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