-38.4%
TRI vs TSLQ
-50.5%
+12.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +12.0% | -17.4% | -5.5% |
| 7D | -0.5% | -5.8% | +5.3% | -0.4% |
| 30D | +7.9% | -22.1% | +30.0% | +8.4% |
| 3M | +24.1% | +10.1% | +14.0% | +23.3% |
| 6M | +3.8% | -6.8% | +10.6% | +2.3% |
| YTD | -16.9% | +8.5% | -25.4% | -17.3% |
| 1Y | -38.4% | -49.7% | +11.3% | -39.9% |
| All | -38.4% | -50.5% | +12.1% | -39.9% |
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 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