+27.5%
SOLS vs TSLQ
-11.3%
+38.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -3.5% | -6.6% | +3.1% | -4.0% |
| 30D | -1.0% | -24.3% | +23.3% | -3.6% |
| 3M | -24.1% | -3.6% | -20.5% | -22.9% |
| 6M | -18.0% | -12.0% | -6.0% | -16.0% |
| YTD | +27.1% | +1.4% | +25.7% | +30.8% |
| All | +27.5% | -11.3% | +38.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling