-12.9%
TECH vs TSLQ
-97.9%
+85.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | -0.2% |
| 7D | +0.2% | -26.6% | +26.8% | -2.2% |
| 30D | +0.5% | -17.5% | +18.0% | -0.7% |
| 3M | +1.0% | -41.7% | +42.7% | -2.8% |
| 6M | +54.1% | -16.9% | +71.0% | +55.2% |
| YTD | +24.4% | -21.9% | +46.3% | +25.9% |
| 1Y | +19.3% | -32.5% | +51.8% | +19.6% |
| 3Y | +28.5% | -97.2% | +125.7% | +8.4% |
| All | -12.9% | -97.9% | +85.0% | -23.9% |
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