+133.8%
TD vs TSLQ
-97.3%
+231.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.9% | -8.0% | +6.1% | -2.3% |
| 30D | -1.6% | -23.8% | +22.2% | -2.9% |
| 3M | +4.6% | -7.0% | +11.6% | +5.2% |
| 6M | +26.8% | -17.1% | +43.9% | +27.5% |
| YTD | +28.3% | +0.1% | +28.3% | +30.6% |
| 1Y | +60.4% | -51.2% | +111.6% | +58.5% |
| 3Y | +125.7% | -95.9% | +221.6% | +106.9% |
| All | +133.8% | -97.3% | +231.1% | +118.4% |
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 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