+199.9%
TER vs TSLQ
-50.5%
+250.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.0% | -6.5% | +8.9% |
| 7D | +0.6% | -5.8% | +6.4% | -1.0% |
| 30D | -8.3% | -22.1% | +13.8% | -14.6% |
| 3M | -12.2% | +10.1% | -22.3% | -2.9% |
| 6M | +17.1% | -6.8% | +23.8% | +28.2% |
| YTD | +84.7% | +8.5% | +76.1% | +109.6% |
| 1Y | +199.9% | -49.7% | +249.6% | +250.0% |
| All | +199.9% | -50.5% | +250.4% | +250.0% |
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