-22.0%
TLN vs TSLQ
-49.6%
+27.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.2% |
| 7D | -1.3% | -6.6% | +5.3% | -2.5% |
| 30D | -14.3% | -24.3% | +10.0% | -18.2% |
| 3M | -9.3% | -3.6% | -5.7% | -7.4% |
| 6M | -1.1% | -12.0% | +10.9% | +1.6% |
| YTD | -16.6% | +1.4% | -17.9% | -11.0% |
| 1Y | -22.0% | -43.6% | +21.6% | -17.1% |
| All | -22.0% | -49.6% | +27.6% | -17.1% |
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