-17.8%
TLT vs TSLQ
-97.2%
+79.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -1.1% |
| 7D | -1.6% | +5.7% | -7.3% | -1.5% |
| 30D | -1.3% | -21.1% | +19.7% | -1.6% |
| 3M | -3.7% | -11.5% | +7.8% | -3.7% |
| 6M | -6.4% | -14.9% | +8.6% | -6.3% |
| YTD | -4.5% | +2.4% | -6.9% | -4.1% |
| 1Y | -5.9% | -49.8% | +43.9% | -6.2% |
| 3Y | -2.8% | -95.8% | +93.0% | -4.9% |
| All | -17.8% | -97.2% | +79.4% | -20.3% |
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