+148.6%
TE vs TSLQ
-50.5%
+199.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.7% | +6.8% |
| 7D | -4.0% | -5.8% | +1.8% | -6.2% |
| 30D | -15.9% | -22.1% | +6.2% | -24.0% |
| 3M | -60.5% | +10.1% | -70.6% | -53.6% |
| 6M | -35.2% | -6.8% | -28.4% | -25.0% |
| YTD | -31.1% | +8.5% | -39.7% | -13.7% |
| 1Y | +148.6% | -49.7% | +198.4% | +173.9% |
| All | +148.6% | -50.5% | +199.1% | +173.9% |
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