-33.5%
TEM vs TSLQ
-49.6%
+16.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.2% |
| 7D | -8.7% | -6.6% | -2.1% | -10.2% |
| 30D | +8.1% | -24.3% | +32.4% | +2.7% |
| 3M | +19.0% | -3.6% | +22.6% | +22.4% |
| 6M | +12.0% | -12.0% | +24.0% | +14.2% |
| YTD | -0.1% | +1.4% | -1.4% | +4.4% |
| 1Y | -33.5% | -43.6% | +10.0% | -31.3% |
| All | -33.5% | -49.6% | +16.1% | -31.3% |
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 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