-18.9%
TEAM vs TSLQ
-97.8%
+78.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -0.9% |
| 7D | -2.4% | -16.8% | +14.4% | -5.0% |
| 30D | -26.7% | -18.0% | -8.8% | -28.5% |
| 3M | -9.6% | -34.5% | +24.8% | -14.0% |
| 6M | +86.0% | -8.9% | +95.0% | +90.8% |
| YTD | -7.5% | -19.0% | +11.5% | -5.1% |
| 1Y | -1.4% | -38.2% | +36.9% | -2.9% |
| 3Y | -14.3% | -96.9% | +82.6% | -38.5% |
| All | -18.9% | -97.8% | +78.9% | -33.1% |
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