+433.9%
THC vs TSLQ
-97.0%
+531.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.7% | +0.8% |
| 7D | +0.2% | -7.3% | +7.6% | +0.1% |
| 30D | +9.0% | -13.2% | +22.2% | +8.7% |
| 3M | +12.9% | -37.6% | +50.6% | +11.6% |
| 6M | +52.8% | -9.3% | +62.2% | +54.0% |
| YTD | +47.4% | -19.1% | +66.5% | +48.5% |
| 1Y | +47.7% | -27.2% | +74.9% | +48.4% |
| All | +433.9% | -97.0% | +531.0% | +441.0% |
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