+52.2%
TEM vs TSLQ
-96.5%
+148.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.8% | -4.6% |
| 7D | -1.1% | -8.0% | +6.9% | -3.1% |
| 30D | +11.3% | -23.8% | +35.1% | +4.7% |
| 3M | +25.5% | -7.0% | +32.5% | +30.3% |
| 6M | +17.1% | -17.1% | +34.2% | +22.1% |
| YTD | +3.8% | +0.1% | +3.7% | +15.8% |
| 1Y | -24.4% | -51.2% | +26.8% | -29.2% |
| All | +52.2% | -96.5% | +148.8% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling