+87.9%
TRGP vs TSLQ
-17.8%
+105.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -11.0% | -4.7% |
| 7D | -6.5% | +9.8% | -16.3% | -6.7% |
| 30D | -0.4% | -6.0% | +5.6% | -0.3% |
| 3M | +8.8% | -35.0% | +43.8% | +10.0% |
| 6M | +11.0% | -24.9% | +35.9% | +11.1% |
| YTD | +57.4% | -12.7% | +70.0% | +57.4% |
| 1Y | +87.9% | -21.0% | +108.9% | +86.5% |
| All | +87.9% | -17.8% | +105.6% | +86.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling