-16.1%
TEAM vs TSLQ
-95.5%
+79.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +1.3% |
| 7D | -7.8% | +5.7% | -13.4% | -7.0% |
| 30D | +16.5% | -21.1% | +37.6% | +13.9% |
| 3M | +96.2% | -11.5% | +107.7% | +97.1% |
| 6M | +130.2% | -14.9% | +145.1% | +132.4% |
| YTD | +10.7% | +2.4% | +8.3% | +15.3% |
| 1Y | +3.0% | -49.8% | +52.8% | -0.6% |
| All | -16.1% | -95.5% | +79.4% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling