+11.9%
TRMB vs TSLQ
-95.5%
+107.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -0.7% |
| 7D | -5.4% | +5.7% | -11.1% | -4.7% |
| 30D | -2.0% | -21.1% | +19.1% | -4.0% |
| 3M | +12.3% | -11.5% | +23.8% | +12.6% |
| 6M | -17.6% | -14.9% | -2.7% | -16.9% |
| YTD | -27.5% | +2.4% | -29.9% | -24.7% |
| 1Y | -29.1% | -49.8% | +20.7% | -31.4% |
| All | +11.9% | -95.5% | +107.4% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling