+40.7%
TMUS vs TSLQ
-97.0%
+137.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.0% | -15.4% | -3.4% |
| 7D | +0.1% | -5.8% | +5.9% | +0.1% |
| 30D | +5.3% | -22.1% | +27.3% | +5.1% |
| 3M | +3.1% | +10.1% | -6.9% | +3.3% |
| 6M | -16.5% | -6.8% | -9.7% | -16.3% |
| YTD | -9.2% | +8.5% | -17.7% | -8.9% |
| 1Y | -26.5% | -49.7% | +23.2% | -26.8% |
| 3Y | +39.0% | -95.6% | +134.7% | +32.5% |
| All | +40.7% | -97.0% | +137.8% | +42.6% |
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 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