+309.4%
TER vs TSLQ
-97.2%
+406.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.9% | -3.1% |
| 7D | +9.4% | +5.7% | +3.7% | +10.7% |
| 30D | -2.4% | -21.1% | +18.7% | -6.3% |
| 3M | +6.5% | -11.5% | +18.1% | +8.5% |
| 6M | +23.2% | -14.9% | +38.1% | +28.4% |
| YTD | +91.5% | +2.4% | +89.1% | +108.1% |
| 1Y | +214.8% | -49.8% | +264.6% | +214.0% |
| 3Y | +275.3% | -95.8% | +371.2% | +218.5% |
| All | +309.4% | -97.2% | +406.6% | +248.8% |
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