+31.1%
SOLS vs TSLQ
-12.4%
+43.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | +3.7% | -8.0% | +11.7% | +2.9% |
| 30D | +5.0% | -23.8% | +28.8% | +2.3% |
| 3M | -21.1% | -7.0% | -14.1% | -20.1% |
| 6M | -14.2% | -17.1% | +2.9% | -12.6% |
| YTD | +30.6% | +0.1% | +30.6% | +34.3% |
| All | +31.1% | -12.4% | +43.6% | +32.9% |
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