-37.5%
TE vs TSLQ
-97.3%
+59.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -2.9% |
| 7D | +15.0% | -8.0% | +23.0% | +12.5% |
| 30D | -7.5% | -23.8% | +16.3% | -14.6% |
| 3M | -42.0% | -7.0% | -35.0% | -38.2% |
| 6M | -31.4% | -17.1% | -14.3% | -25.9% |
| YTD | -26.5% | +0.1% | -26.6% | -13.5% |
| 1Y | +153.1% | -51.2% | +204.3% | +152.6% |
| 3Y | -20.7% | -95.9% | +75.2% | -41.5% |
| All | -37.5% | -97.3% | +59.8% | -53.7% |
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