+135.8%
TD vs TSLQ
-97.2%
+233.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +1.0% |
| 7D | -2.6% | +5.7% | -8.3% | -2.2% |
| 30D | -1.0% | -21.1% | +20.1% | -2.1% |
| 3M | +5.6% | -11.5% | +17.1% | +5.9% |
| 6M | +27.1% | -14.9% | +42.0% | +27.9% |
| YTD | +29.4% | +2.4% | +27.0% | +31.9% |
| 1Y | +60.7% | -49.8% | +110.5% | +59.0% |
| 3Y | +127.6% | -95.8% | +223.4% | +108.9% |
| All | +135.8% | -97.2% | +233.0% | +120.6% |
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