+393.1%
THC vs TSLQ
-97.2%
+490.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.0% |
| 7D | 0.0% | +5.7% | -5.7% | +0.3% |
| 30D | +1.5% | -21.1% | +22.6% | +0.5% |
| 3M | +59.9% | -11.5% | +71.4% | +60.1% |
| 6M | +11.0% | -14.9% | +25.9% | +11.5% |
| YTD | +32.6% | +2.4% | +30.2% | +35.2% |
| 1Y | +37.4% | -49.8% | +87.2% | +34.8% |
| 3Y | +252.5% | -95.8% | +348.4% | +222.1% |
| All | +393.1% | -97.2% | +490.3% | +378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling