+401.5%
TPR vs TSLQ
-96.4%
+497.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -1.7% |
| 7D | +14.2% | +19.7% | -5.5% | +16.1% |
| 30D | +17.1% | +4.1% | +13.0% | +17.7% |
| 3M | -17.7% | -30.9% | +13.2% | -20.3% |
| 6M | -10.2% | -13.6% | +3.4% | -9.5% |
| YTD | +4.9% | -2.6% | +7.5% | +8.3% |
| 1Y | +36.1% | -10.4% | +46.6% | +40.1% |
| All | +401.5% | -96.4% | +497.9% | +345.0% |
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 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