+43.2%
TER vs TSLQ
-17.8%
+60.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.4% | -13.3% | -4.6% |
| 7D | -19.9% | +9.8% | -29.7% | -17.1% |
| 30D | -43.5% | -6.0% | -37.5% | -43.8% |
| 3M | -37.8% | -35.0% | -2.8% | -44.5% |
| 6M | -25.6% | -24.9% | -0.6% | -22.8% |
| YTD | +29.8% | -12.7% | +42.5% | +44.0% |
| 1Y | +43.2% | -21.0% | +64.2% | +56.5% |
| All | +43.2% | -17.8% | +60.9% | +56.5% |
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