+52.1%
SO vs TSLQ
-97.8%
+149.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.3% |
| 7D | +0.8% | -7.3% | +8.1% | +0.8% |
| 30D | +7.8% | -13.2% | +21.0% | +7.9% |
| 3M | +2.9% | -37.6% | +40.6% | +3.3% |
| 6M | +2.5% | -9.3% | +11.8% | +2.5% |
| YTD | +10.3% | -19.1% | +29.3% | +10.3% |
| 1Y | +6.4% | -27.2% | +33.6% | +6.4% |
| 3Y | +52.8% | -97.1% | +149.9% | +51.5% |
| All | +52.1% | -97.8% | +149.9% | +60.3% |
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 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