-13.8%
TECH vs TSLQ
-97.2%
+83.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | 0.0% |
| 7D | -0.5% | +5.7% | -6.2% | 0.0% |
| 30D | 0.0% | -21.1% | +21.1% | -1.7% |
| 3M | +37.4% | -11.5% | +49.0% | +37.7% |
| 6M | +36.9% | -14.9% | +51.8% | +37.9% |
| YTD | +23.1% | +2.4% | +20.7% | +26.8% |
| 1Y | +42.2% | -49.8% | +92.0% | +38.6% |
| 3Y | +1.9% | -95.8% | +97.8% | -10.3% |
| All | -13.8% | -97.2% | +83.4% | -23.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling