+46.6%
TEM vs TSLQ
-96.5%
+143.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.1% |
| 7D | -8.7% | -6.6% | -2.1% | -10.5% |
| 30D | +8.1% | -24.3% | +32.4% | +1.4% |
| 3M | +19.0% | -3.6% | +22.6% | +24.8% |
| 6M | +12.0% | -12.0% | +24.0% | +18.9% |
| YTD | -0.1% | +1.4% | -1.4% | +12.0% |
| 1Y | -33.5% | -43.6% | +10.0% | -35.2% |
| All | +46.6% | -96.5% | +143.1% | +2.2% |
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