+581.7%
TLN vs TSLQ
-96.4%
+678.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.0% | -8.2% | +5.6% |
| 7D | +7.1% | -5.8% | +12.8% | +6.3% |
| 30D | -3.9% | -22.1% | +18.2% | -7.0% |
| 3M | -16.2% | +10.1% | -26.2% | -12.6% |
| 6M | -5.8% | -6.8% | +0.9% | -2.6% |
| YTD | -15.4% | +8.5% | -24.0% | -9.8% |
| 1Y | -16.7% | -49.7% | +33.0% | -18.0% |
| 3Y | +473.8% | -95.6% | +569.4% | +409.4% |
| All | +581.7% | -96.4% | +678.1% | +512.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling