-16.7%
TRI vs TSLQ
-17.8%
+1.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.4% | 0.0% | +6.2% |
| 7D | +1.0% | +9.8% | -8.9% | +0.7% |
| 30D | +20.8% | -6.0% | +26.8% | +20.9% |
| 3M | +8.1% | -35.0% | +43.1% | +9.3% |
| 6M | +24.2% | -24.9% | +49.1% | +21.3% |
| YTD | -7.8% | -12.7% | +4.9% | -8.7% |
| 1Y | -16.7% | -21.0% | +4.3% | -17.2% |
| All | -16.7% | -17.8% | +1.1% | -17.2% |
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