+101.3%
SLB vs TSLQ
-97.3%
+198.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -1.3% |
| 7D | +0.4% | -8.6% | +9.0% | -0.1% |
| 30D | +13.6% | -24.9% | +38.5% | +11.6% |
| 3M | +1.5% | -1.5% | +3.0% | +2.6% |
| 6M | +23.0% | -18.1% | +41.1% | +23.7% |
| YTD | +51.2% | -0.1% | +51.3% | +54.9% |
| 1Y | +63.5% | -51.4% | +114.9% | +60.4% |
| 3Y | +2.5% | -95.9% | +98.4% | -6.0% |
| All | +101.3% | -97.3% | +198.6% | +93.4% |
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