+454.2%
TRGP vs TSLQ
-97.2%
+551.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.3% |
| 7D | -0.6% | +5.7% | -6.2% | -0.1% |
| 30D | +10.0% | -21.1% | +31.1% | +8.5% |
| 3M | +7.6% | -11.5% | +19.1% | +7.7% |
| 6M | +26.8% | -14.9% | +41.7% | +27.3% |
| YTD | +60.6% | +2.4% | +58.1% | +64.4% |
| 1Y | +82.5% | -49.8% | +132.3% | +77.5% |
| 3Y | +265.0% | -95.8% | +360.8% | +222.9% |
| All | +454.2% | -97.2% | +551.4% | +426.5% |
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 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