-18.5%
TLT vs TSLQ
-97.8%
+79.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.2% | -0.4% |
| 7D | -3.1% | -16.8% | +13.7% | -3.3% |
| 30D | +1.0% | -18.0% | +19.0% | +0.9% |
| 3M | -2.7% | -34.5% | +31.8% | -3.1% |
| 6M | -4.1% | -8.9% | +4.8% | -4.0% |
| YTD | -5.4% | -19.0% | +13.6% | -5.2% |
| 1Y | -7.0% | -38.2% | +31.2% | -7.1% |
| 3Y | +2.8% | -96.9% | +99.8% | +0.1% |
| All | -18.5% | -97.8% | +79.2% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling