+41.8%
TGT vs TSLQ
-95.6%
+137.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -5.2% | -6.6% | +1.4% | -5.6% |
| 30D | +1.2% | -24.3% | +25.5% | -0.2% |
| 3M | +18.4% | -3.6% | +22.0% | +19.1% |
| 6M | +33.4% | -12.0% | +45.4% | +34.3% |
| YTD | +63.8% | +1.4% | +62.4% | +67.0% |
| 1Y | +77.2% | -43.6% | +120.7% | +74.6% |
| 3Y | +41.8% | -95.4% | +137.2% | +40.0% |
| All | +41.8% | -95.6% | +137.4% | +40.0% |
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