+1.1%
SLB vs TSLQ
-96.9%
+98.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -1.0% |
| 7D | -4.3% | +4.7% | -9.0% | -3.6% |
| 30D | +1.9% | -5.6% | +7.5% | +2.0% |
| 3M | -5.7% | -34.6% | +28.8% | -7.8% |
| 6M | -5.3% | -11.4% | +6.0% | -4.1% |
| YTD | +32.2% | -14.1% | +46.2% | +34.8% |
| 1Y | +38.5% | -20.7% | +59.2% | +40.8% |
| 3Y | +1.1% | -96.9% | +98.0% | -8.3% |
| All | +1.1% | -96.9% | +98.1% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling