+458.7%
TRGP vs TSLQ
-97.3%
+556.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.0% | +9.4% | +0.9% |
| 7D | -0.6% | -8.6% | +8.0% | -1.1% |
| 30D | +14.6% | -24.9% | +39.5% | +12.7% |
| 3M | +11.9% | -1.5% | +13.5% | +13.0% |
| 6M | +25.3% | -18.1% | +43.3% | +25.4% |
| YTD | +61.9% | -0.1% | +62.0% | +65.4% |
| 1Y | +87.3% | -51.4% | +138.6% | +81.7% |
| 3Y | +268.0% | -95.9% | +363.9% | +224.9% |
| All | +458.7% | -97.3% | +556.0% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling