+320.9%
TPR vs TSLQ
-97.3%
+418.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.0% | +4.2% | -4.6% |
| 7D | -3.4% | -8.6% | +5.2% | -4.2% |
| 30D | -27.3% | -24.9% | -2.4% | -29.4% |
| 3M | -16.2% | -1.5% | -14.7% | -14.9% |
| 6M | -17.9% | -18.1% | +0.2% | -17.4% |
| YTD | -7.1% | -0.1% | -7.0% | -4.0% |
| 1Y | +13.6% | -51.4% | +65.0% | +10.2% |
| 3Y | +293.7% | -95.9% | +389.7% | +235.0% |
| All | +320.9% | -97.3% | +418.2% | +282.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling