-10.5%
TEM vs TSLQ
-17.8%
+7.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.4% | -9.3% | -0.9% |
| 7D | -1.3% | +9.8% | -11.1% | +1.6% |
| 30D | -9.5% | -6.0% | -3.5% | -10.1% |
| 3M | +60.7% | -35.0% | +95.7% | +47.7% |
| 6M | +35.5% | -24.9% | +60.4% | +32.9% |
| YTD | +28.0% | -12.7% | +40.7% | +29.3% |
| 1Y | -10.5% | -21.0% | +10.5% | -10.8% |
| All | -10.5% | -17.8% | +7.3% | -10.8% |
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