+60.4%
SE vs TSLQ
-97.3%
+157.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -3.6% | -8.0% | +4.4% | -4.5% |
| 30D | -5.3% | -23.8% | +18.5% | -8.4% |
| 3M | +28.1% | -7.0% | +35.1% | +29.8% |
| 6M | +20.7% | -17.1% | +37.8% | +21.9% |
| YTD | -14.8% | +0.1% | -14.8% | -10.8% |
| 1Y | -43.6% | -51.2% | +7.6% | -45.6% |
| 3Y | +184.2% | -95.9% | +280.1% | +128.5% |
| All | +60.4% | -97.3% | +157.6% | +38.3% |
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