+147.8%
TOST vs TSLQ
-97.0%
+244.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.0% | -11.9% | +2.1% |
| 7D | -3.4% | -5.8% | +2.4% | -4.2% |
| 30D | -2.4% | -22.1% | +19.7% | -6.0% |
| 3M | +34.6% | +10.1% | +24.6% | +40.9% |
| 6M | +15.2% | -6.8% | +22.0% | +18.3% |
| YTD | -4.4% | +8.5% | -12.9% | +2.1% |
| 1Y | -17.4% | -49.7% | +32.3% | -21.9% |
| 3Y | +54.5% | -95.6% | +150.1% | +15.8% |
| All | +147.8% | -97.0% | +244.8% | +103.0% |
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