-11.8%
TDG vs TSLQ
-49.6%
+37.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -1.9% | -6.6% | +4.7% | -1.9% |
| 30D | -7.7% | -24.3% | +16.6% | -7.8% |
| 3M | -9.3% | -3.6% | -5.7% | -9.2% |
| 6M | -9.4% | -12.0% | +2.6% | -9.6% |
| YTD | -14.3% | +1.4% | -15.6% | -15.0% |
| 1Y | -11.8% | -43.6% | +31.7% | -12.5% |
| All | -11.8% | -49.6% | +37.8% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling