+294.9%
TER vs TSLQ
-97.0%
+391.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.0% | -6.5% | +7.8% |
| 7D | +0.6% | -5.8% | +6.4% | -0.4% |
| 30D | -8.3% | -22.1% | +13.8% | -12.3% |
| 3M | -12.2% | +10.1% | -22.3% | -6.3% |
| 6M | +17.1% | -6.8% | +23.8% | +24.1% |
| YTD | +84.7% | +8.5% | +76.1% | +102.6% |
| 1Y | +199.9% | -49.7% | +249.6% | +199.5% |
| 3Y | +232.8% | -95.6% | +328.4% | +184.1% |
| All | +294.9% | -97.0% | +391.9% | +239.7% |
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