+277.2%
TER vs TSLQ
-95.9%
+373.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.0% | +12.2% | +2.7% |
| 7D | +11.0% | -8.6% | +19.5% | +9.3% |
| 30D | -1.9% | -24.9% | +23.0% | -6.5% |
| 3M | -0.7% | -1.5% | +0.9% | +3.2% |
| 6M | +36.4% | -18.1% | +54.4% | +41.0% |
| YTD | +92.4% | -0.1% | +92.6% | +107.1% |
| 1Y | +213.5% | -51.4% | +264.9% | +212.2% |
| 3Y | +277.2% | -95.9% | +373.2% | +236.6% |
| All | +277.2% | -95.9% | +373.1% | +236.6% |
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