+79.4%
TRGP vs TSLQ
-49.6%
+129.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.6% |
| 7D | +0.1% | -6.6% | +6.7% | +0.1% |
| 30D | +8.0% | -24.3% | +32.3% | +8.3% |
| 3M | +8.3% | -3.6% | +11.9% | +8.2% |
| 6M | +23.9% | -12.0% | +35.9% | +24.1% |
| YTD | +59.6% | +1.4% | +58.3% | +60.9% |
| 1Y | +79.4% | -43.6% | +123.0% | +78.0% |
| All | +79.4% | -49.6% | +129.1% | +78.0% |
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 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