+80.5%
TSEM vs TSLQ
-17.8%
+98.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.4% | -15.2% | -6.8% |
| 7D | -23.1% | +9.8% | -32.9% | -20.7% |
| 30D | -40.4% | -6.0% | -34.3% | -40.6% |
| 3M | -37.9% | -35.0% | -2.9% | -43.8% |
| 6M | -30.8% | -24.9% | -5.9% | -28.3% |
| YTD | +26.7% | -12.7% | +39.4% | +37.9% |
| 1Y | +80.5% | -21.0% | +101.5% | +92.8% |
| All | +80.5% | -17.8% | +98.3% | +92.8% |
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 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