+324.4%
TER vs TSLQ
-97.3%
+421.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.2% |
| 7D | +12.4% | -8.0% | +20.4% | +10.7% |
| 30D | +5.1% | -23.8% | +28.9% | +0.3% |
| 3M | +4.0% | -7.0% | +11.0% | +7.0% |
| 6M | +29.5% | -17.1% | +46.6% | +34.4% |
| YTD | +98.5% | +0.1% | +98.4% | +114.6% |
| 1Y | +234.1% | -51.2% | +285.3% | +231.4% |
| 3Y | +289.0% | -95.9% | +384.9% | +228.6% |
| All | +324.4% | -97.3% | +421.6% | +259.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling