+77.2%
TGT vs TSLQ
-49.6%
+126.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -5.2% | -6.6% | +1.4% | -5.3% |
| 30D | +1.2% | -24.3% | +25.5% | +1.0% |
| 3M | +18.4% | -3.6% | +22.0% | +18.3% |
| 6M | +33.4% | -12.0% | +45.4% | +33.0% |
| YTD | +63.8% | +1.4% | +62.4% | +63.9% |
| 1Y | +77.2% | -43.6% | +120.7% | +78.5% |
| All | +77.2% | -49.6% | +126.8% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling