+43.2%
SO vs TSLQ
-97.3%
+140.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | 0.0% | -8.0% | +8.0% | +0.1% |
| 30D | -2.5% | -23.8% | +21.3% | -2.3% |
| 3M | -4.2% | -7.0% | +2.8% | -4.2% |
| 6M | -7.7% | -17.1% | +9.5% | -7.7% |
| YTD | +3.8% | +0.1% | +3.7% | +3.7% |
| 1Y | +0.1% | -51.2% | +51.2% | 0.0% |
| 3Y | +44.2% | -95.9% | +140.1% | +43.8% |
| All | +43.2% | -97.3% | +140.5% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling