+3.2%
TRMB vs TSLQ
-97.3%
+100.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.0% | +6.8% | -2.2% |
| 7D | -0.3% | -8.6% | +8.3% | -1.2% |
| 30D | -1.2% | -24.9% | +23.7% | -4.2% |
| 3M | +9.6% | -1.5% | +11.1% | +11.6% |
| 6M | -16.1% | -18.1% | +1.9% | -15.8% |
| YTD | -25.0% | -0.1% | -24.9% | -22.0% |
| 1Y | -27.7% | -51.4% | +23.7% | -30.8% |
| 3Y | +15.3% | -95.9% | +111.2% | -6.1% |
| All | +3.2% | -97.3% | +100.4% | -13.4% |
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