-2.9%
TEAM vs TSLQ
-97.2%
+94.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.1% |
| 7D | -5.2% | -6.6% | +1.4% | -6.3% |
| 30D | +15.8% | -24.3% | +40.1% | +11.6% |
| 3M | +101.5% | -3.6% | +105.1% | +105.5% |
| 6M | +138.2% | -12.0% | +150.1% | +142.7% |
| YTD | +10.8% | +1.4% | +9.5% | +16.6% |
| 1Y | +1.7% | -43.6% | +45.2% | -1.3% |
| 3Y | -16.0% | -95.4% | +79.4% | -32.4% |
| All | -2.9% | -97.2% | +94.4% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling