+583.3%
TLN vs TSLQ
-97.0%
+680.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.8% | +10.6% | +3.9% |
| 7D | +15.9% | -7.3% | +23.2% | +15.3% |
| 30D | -0.3% | -13.2% | +12.9% | -1.2% |
| 3M | +5.8% | -37.6% | +43.5% | +0.5% |
| 6M | -1.2% | -9.3% | +8.1% | +2.3% |
| YTD | +1.0% | -19.1% | +20.1% | +4.9% |
| 1Y | +1.1% | -27.2% | +28.3% | +4.4% |
| All | +583.3% | -97.0% | +680.4% | +501.0% |
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