+49.9%
TRV vs TSLQ
-17.8%
+67.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +3.2% |
| 7D | +3.9% | +9.8% | -6.0% | +3.4% |
| 30D | +13.5% | -6.0% | +19.5% | +13.7% |
| 3M | +8.9% | -35.0% | +43.9% | +10.8% |
| 6M | +36.8% | -24.9% | +61.7% | +36.8% |
| YTD | +42.7% | -12.7% | +55.3% | +42.8% |
| 1Y | +49.9% | -21.0% | +70.8% | +50.4% |
| All | +49.9% | -17.8% | +67.6% | +50.4% |
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 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