-46.2%
SE vs TSLQ
-32.4%
-13.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.5% |
| 7D | -0.5% | -16.8% | +16.4% | -2.3% |
| 30D | -20.9% | -18.0% | -3.0% | -22.1% |
| 3M | -38.9% | -34.5% | -4.4% | -41.0% |
| 6M | -19.4% | -8.9% | -10.5% | -16.8% |
| YTD | -40.9% | -19.0% | -21.9% | -40.3% |
| 1Y | -46.2% | -38.2% | -8.0% | -49.1% |
| All | -46.2% | -32.4% | -13.8% | -49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling