+16.1%
TMO vs TSLQ
-97.2%
+113.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.3% |
| 7D | -2.5% | +5.7% | -8.1% | -2.2% |
| 30D | -0.3% | -21.1% | +20.8% | -1.2% |
| 3M | +25.3% | -11.5% | +36.8% | +25.2% |
| 6M | +20.9% | -14.9% | +35.8% | +21.3% |
| YTD | +4.3% | +2.4% | +1.9% | +6.1% |
| 1Y | +27.0% | -49.8% | +76.8% | +24.9% |
| 3Y | +17.5% | -95.8% | +113.3% | +9.4% |
| All | +16.1% | -97.2% | +113.3% | +9.2% |
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 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