-19.7%
TSCO vs TSLQ
-95.6%
+75.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -5.7% | -6.6% | +0.9% | -5.8% |
| 30D | -8.8% | -24.3% | +15.5% | -9.3% |
| 3M | +6.3% | -3.6% | +9.9% | +6.6% |
| 6M | -32.3% | -12.0% | -20.3% | -32.1% |
| YTD | -32.7% | +1.4% | -34.1% | -32.1% |
| 1Y | -43.7% | -43.6% | -0.1% | -44.1% |
| 3Y | -19.7% | -95.4% | +75.7% | -18.8% |
| All | -19.7% | -95.6% | +75.9% | -18.8% |
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