-4.6%
TEAM vs TSLQ
-97.3%
+92.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.0% | +1.0% | -8.2% |
| 7D | -5.7% | -8.6% | +2.9% | -6.8% |
| 30D | +18.3% | -24.9% | +43.2% | +14.0% |
| 3M | +80.2% | -1.5% | +81.7% | +84.8% |
| 6M | +111.0% | -18.1% | +129.0% | +112.4% |
| YTD | +8.8% | -0.1% | +8.9% | +14.2% |
| 1Y | +2.2% | -51.4% | +53.5% | -3.3% |
| 3Y | -14.6% | -95.9% | +81.3% | -34.5% |
| All | -4.6% | -97.3% | +92.6% | -19.5% |
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