+137.4%
TD vs TSLQ
-97.2%
+234.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | -0.5% | -6.6% | +6.1% | -0.9% |
| 30D | -1.9% | -24.3% | +22.4% | -3.2% |
| 3M | +4.8% | -3.6% | +8.4% | +5.5% |
| 6M | +28.0% | -12.0% | +39.9% | +29.0% |
| YTD | +30.3% | +1.4% | +28.9% | +32.7% |
| 1Y | +59.8% | -43.6% | +103.3% | +59.0% |
| 3Y | +124.7% | -95.4% | +220.1% | +108.8% |
| All | +137.4% | -97.2% | +234.7% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling