+38.8%
TMUS vs TSLQ
-95.9%
+134.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.0% | +8.1% | +0.1% |
| 7D | -0.3% | -8.6% | +8.3% | -0.3% |
| 30D | +3.1% | -24.9% | +28.0% | +3.0% |
| 3M | +2.4% | -1.5% | +3.9% | +2.4% |
| 6M | -17.1% | -18.1% | +1.0% | -17.0% |
| YTD | -9.1% | -0.1% | -9.0% | -8.9% |
| 1Y | -23.6% | -51.4% | +27.8% | -23.9% |
| 3Y | +38.8% | -95.9% | +134.8% | +35.6% |
| All | +38.8% | -95.9% | +134.7% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling