+104.7%
TNA vs TSLQ
-95.6%
+200.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +0.8% |
| 7D | -7.3% | -6.6% | -0.7% | -9.1% |
| 30D | -14.2% | -24.3% | +10.1% | -20.1% |
| 3M | -4.6% | -3.6% | -1.0% | -0.9% |
| 6M | +36.9% | -12.0% | +48.9% | +45.2% |
| YTD | +42.5% | +1.4% | +41.2% | +60.6% |
| 1Y | +45.8% | -43.6% | +89.3% | +44.7% |
| 3Y | +104.7% | -95.4% | +200.0% | +81.1% |
| All | +104.7% | -95.6% | +200.2% | +81.1% |
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