+385.5%
TPR vs TSLQ
-97.6%
+483.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | +12.1% | +4.7% | +7.4% | +12.8% |
| 30D | +16.7% | -5.6% | +22.2% | +16.4% |
| 3M | -17.4% | -34.6% | +17.2% | -20.5% |
| 6M | +2.3% | -11.4% | +13.6% | +3.7% |
| YTD | +7.1% | -14.1% | +21.2% | +9.6% |
| 1Y | +29.5% | -20.7% | +50.2% | +32.0% |
| 3Y | +415.0% | -96.9% | +511.9% | +323.7% |
| All | +385.5% | -97.6% | +483.2% | +336.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling