-13.5%
TECH vs TSLQ
-97.3%
+83.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.0% | +7.8% | -0.9% |
| 7D | +0.2% | -8.6% | +8.7% | -0.5% |
| 30D | +0.1% | -24.9% | +25.0% | -2.0% |
| 3M | +37.5% | -1.5% | +39.0% | +39.2% |
| 6M | +34.6% | -18.1% | +52.6% | +35.2% |
| YTD | +23.5% | -0.1% | +23.6% | +26.9% |
| 1Y | +34.4% | -51.4% | +85.8% | +30.6% |
| 3Y | +2.3% | -95.9% | +98.2% | -10.2% |
| All | -13.5% | -97.3% | +83.7% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling