+44.3%
SO vs TSLQ
-97.3%
+141.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.0% | +9.0% | +1.1% |
| 7D | +1.0% | -8.6% | +9.6% | +1.1% |
| 30D | -3.2% | -24.9% | +21.7% | -3.0% |
| 3M | -1.7% | -1.5% | -0.2% | -1.8% |
| 6M | -7.2% | -18.1% | +10.9% | -7.2% |
| YTD | +4.6% | -0.1% | +4.7% | +4.5% |
| 1Y | +1.2% | -51.4% | +52.6% | +1.1% |
| 3Y | +45.3% | -95.9% | +141.2% | +44.8% |
| All | +44.3% | -97.3% | +141.5% | +51.8% |
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