+246.7%
THC vs TSLQ
-95.9%
+342.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -2.5% |
| 7D | -2.6% | -8.6% | +6.0% | -2.8% |
| 30D | -1.2% | -24.9% | +23.7% | -2.0% |
| 3M | +58.9% | -1.5% | +60.4% | +59.9% |
| 6M | +9.3% | -18.1% | +27.4% | +9.6% |
| YTD | +30.4% | -0.1% | +30.5% | +32.0% |
| 1Y | +34.6% | -51.4% | +86.0% | +32.8% |
| 3Y | +246.7% | -95.9% | +342.6% | +234.6% |
| All | +246.7% | -95.9% | +342.5% | +234.6% |
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 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