+37.7%
THC vs TSLQ
-50.5%
+88.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +0.7% |
| 7D | -0.7% | -5.8% | +5.1% | -0.7% |
| 30D | +1.3% | -22.1% | +23.4% | +1.1% |
| 3M | +64.2% | +10.1% | +54.2% | +65.7% |
| 6M | +8.3% | -6.8% | +15.0% | +8.9% |
| YTD | +33.4% | +8.5% | +24.8% | +34.9% |
| 1Y | +37.7% | -49.7% | +87.4% | +37.7% |
| All | +37.7% | -50.5% | +88.2% | +37.7% |
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 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