+176.0%
TER vs TSLQ
-97.8%
+273.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.7% | -9.1% | -4.6% |
| 7D | +14.4% | -16.8% | +31.2% | +10.6% |
| 30D | -30.6% | -18.0% | -12.6% | -31.6% |
| 3M | -39.2% | -34.5% | -4.7% | -42.0% |
| 6M | -31.3% | -8.9% | -22.4% | -26.7% |
| YTD | +29.1% | -19.0% | +48.1% | +38.1% |
| 1Y | +47.4% | -38.2% | +85.6% | +51.8% |
| 3Y | +191.2% | -96.9% | +288.2% | +137.0% |
| All | +176.0% | -97.8% | +273.8% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling