+65.4%
SE vs TSLQ
-97.0%
+162.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | +0.8% |
| 7D | -6.1% | -5.8% | -0.3% | -6.7% |
| 30D | -2.5% | -22.1% | +19.6% | -5.4% |
| 3M | +21.7% | +10.1% | +11.7% | +26.6% |
| 6M | +27.0% | -6.8% | +33.8% | +30.5% |
| YTD | -12.1% | +8.5% | -20.7% | -7.0% |
| 1Y | -40.9% | -49.7% | +8.8% | -42.8% |
| 3Y | +191.0% | -95.6% | +286.6% | +134.8% |
| All | +65.4% | -97.0% | +162.4% | +44.1% |
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 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