+65.5%
T vs TSLQ
-97.1%
+162.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | -0.3% |
| 7D | +1.6% | -26.6% | +28.2% | +2.4% |
| 30D | -2.9% | -17.5% | +14.6% | -2.6% |
| 3M | -7.5% | -41.7% | +34.2% | -6.6% |
| 6M | -9.9% | -16.9% | +7.0% | -9.9% |
| YTD | -6.4% | -21.9% | +15.5% | -6.5% |
| 1Y | -9.4% | -32.5% | +23.1% | -9.3% |
| All | +65.5% | -97.1% | +162.6% | +69.5% |
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