+396.1%
THC vs TSLQ
-97.0%
+493.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +1.2% |
| 7D | -0.7% | -5.8% | +5.1% | -0.9% |
| 30D | +1.3% | -22.1% | +23.4% | +0.1% |
| 3M | +64.2% | +10.1% | +54.2% | +66.7% |
| 6M | +8.3% | -6.8% | +15.0% | +9.4% |
| YTD | +33.4% | +8.5% | +24.8% | +36.4% |
| 1Y | +37.7% | -49.7% | +87.4% | +35.0% |
| 3Y | +236.8% | -95.6% | +332.4% | +207.6% |
| All | +396.1% | -97.0% | +493.1% | +382.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling