-13.4%
TECH vs TSLQ
-97.0%
+83.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.0% | -12.0% | +1.0% |
| 7D | +0.1% | -5.8% | +5.9% | -0.2% |
| 30D | +0.7% | -22.1% | +22.8% | -1.1% |
| 3M | +36.3% | +10.1% | +26.3% | +39.6% |
| 6M | +25.6% | -6.8% | +32.3% | +27.6% |
| YTD | +23.7% | +8.5% | +15.2% | +28.0% |
| 1Y | +37.6% | -49.7% | +87.4% | +34.1% |
| 3Y | -6.6% | -95.6% | +89.0% | -17.6% |
| All | -13.4% | -97.0% | +83.6% | -22.7% |
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