-21.6%
TLN vs TSLQ
-0.4%
-21.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +21.8% | -25.0% | +1.4% |
| 7D | -9.4% | +32.9% | -42.2% | -3.2% |
| 30D | -15.2% | +15.4% | -30.6% | -11.5% |
| 3M | -4.1% | -23.7% | +19.5% | -7.1% |
| 6M | -17.8% | -10.1% | -7.7% | -15.0% |
| YTD | -15.6% | +6.3% | -22.0% | -5.7% |
| 1Y | -21.6% | +4.6% | -26.2% | -10.1% |
| All | -21.6% | -0.4% | -21.3% | -10.1% |
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