+493.9%
TLN vs TSLQ
-95.6%
+589.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.0% | +10.7% | +1.5% |
| 7D | +10.9% | -8.6% | +19.5% | +9.6% |
| 30D | -6.3% | -24.9% | +18.6% | -9.8% |
| 3M | -10.7% | -1.5% | -9.2% | -8.5% |
| 6M | +1.6% | -18.1% | +19.7% | +3.1% |
| YTD | -13.1% | -0.1% | -13.0% | -8.3% |
| 1Y | -15.1% | -51.4% | +36.3% | -17.0% |
| All | +493.9% | -95.6% | +589.6% | +414.8% |
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