+153.8%
TOST vs TSLQ
-97.6%
+251.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.1% | +11.4% | -1.5% |
| 7D | +4.0% | +8.5% | -4.4% | +5.9% |
| 30D | +11.1% | -4.8% | +15.8% | +10.9% |
| 3M | +0.8% | -34.9% | +35.7% | -4.9% |
| 6M | +38.8% | -10.6% | +49.4% | +41.8% |
| YTD | -2.1% | -13.4% | +11.3% | +1.6% |
| 1Y | -6.0% | -25.9% | +19.9% | -4.5% |
| 3Y | +149.8% | -96.9% | +246.7% | +69.1% |
| All | +153.8% | -97.6% | +251.4% | +101.9% |
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