+65.1%
TNA vs TSLQ
-50.5%
+115.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.3% | +4.1% |
| 7D | -0.1% | -5.8% | +5.7% | -1.4% |
| 30D | -4.9% | -22.1% | +17.2% | -10.6% |
| 3M | +0.4% | +10.1% | -9.7% | +9.7% |
| 6M | +32.5% | -6.8% | +39.3% | +42.7% |
| YTD | +53.7% | +8.5% | +45.2% | +73.5% |
| 1Y | +65.1% | -49.7% | +114.8% | +85.2% |
| All | +65.1% | -50.5% | +115.6% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling