+708.6%
TLN vs TSLQ
-97.3%
+805.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -2.2% |
| 7D | +11.0% | -16.8% | +27.9% | +8.2% |
| 30D | +4.9% | -18.0% | +22.9% | +3.1% |
| 3M | +4.9% | -34.5% | +39.4% | +0.6% |
| 6M | +7.1% | -8.9% | +16.0% | +11.0% |
| YTD | +0.3% | -19.0% | +19.3% | +4.1% |
| 1Y | +5.9% | -38.2% | +44.1% | +6.6% |
| 3Y | +578.5% | -96.9% | +675.4% | +486.2% |
| All | +708.6% | -97.3% | +805.9% | +607.5% |
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