+145.2%
TE vs TSLQ
-49.6%
+194.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.2% |
| 7D | +0.2% | -6.6% | +6.8% | -2.4% |
| 30D | -5.9% | -24.3% | +18.4% | -16.0% |
| 3M | -45.6% | -3.6% | -42.0% | -40.9% |
| 6M | -43.4% | -12.0% | -31.4% | -35.8% |
| YTD | -31.0% | +1.4% | -32.4% | -15.3% |
| 1Y | +145.2% | -43.6% | +188.8% | +187.3% |
| All | +145.2% | -49.6% | +194.8% | +187.3% |
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