+587.5%
TLN vs TSLQ
-96.7%
+684.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.8% |
| 7D | +5.8% | -8.0% | +13.8% | +4.7% |
| 30D | -6.9% | -23.8% | +16.9% | -10.1% |
| 3M | -10.9% | -7.0% | -3.9% | -9.6% |
| 6M | -4.6% | -17.1% | +12.5% | -3.1% |
| YTD | -14.7% | +0.1% | -14.8% | -10.1% |
| 1Y | -17.9% | -51.2% | +33.3% | -19.7% |
| 3Y | +483.9% | -95.9% | +579.8% | +412.5% |
| All | +587.5% | -96.7% | +684.2% | +511.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling