+38.5%
TNA vs TSLQ
-17.8%
+56.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.0% | +6.3% |
| 7D | +2.4% | +9.8% | -7.4% | +5.3% |
| 30D | -0.9% | -6.0% | +5.1% | -2.0% |
| 3M | -19.2% | -35.0% | +15.8% | -27.5% |
| 6M | -0.8% | -24.9% | +24.1% | -0.4% |
| YTD | +33.2% | -12.7% | +45.9% | +45.2% |
| 1Y | +38.5% | -21.0% | +59.5% | +48.8% |
| All | +38.5% | -17.8% | +56.3% | +48.8% |
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