-17.3%
TEM vs TSLQ
-50.5%
+33.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.0% | -12.1% | +3.2% |
| 7D | +0.9% | -5.8% | +6.7% | -0.2% |
| 30D | +38.4% | -22.1% | +60.5% | +32.4% |
| 3M | +23.7% | +10.1% | +13.6% | +33.0% |
| 6M | +26.0% | -6.8% | +32.8% | +31.4% |
| YTD | +9.4% | +8.5% | +0.9% | +18.0% |
| 1Y | -17.3% | -49.7% | +32.4% | -18.7% |
| All | -17.3% | -50.5% | +33.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling