+82.2%
SLB vs TSLQ
-97.8%
+180.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.8% |
| 7D | +3.5% | -16.8% | +20.4% | +2.2% |
| 30D | +6.5% | -18.0% | +24.5% | +5.5% |
| 3M | -0.2% | -34.5% | +34.2% | -2.3% |
| 6M | -5.7% | -8.9% | +3.2% | -4.4% |
| YTD | +36.8% | -19.0% | +55.8% | +38.9% |
| 1Y | +45.8% | -38.2% | +84.0% | +45.2% |
| 3Y | +3.4% | -96.9% | +100.3% | -6.3% |
| All | +82.2% | -97.8% | +180.0% | +73.4% |
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 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