+360.4%
TSEM vs TSLQ
-97.2%
+457.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.5% |
| 7D | -4.9% | -6.6% | +1.7% | -5.9% |
| 30D | -18.7% | -24.3% | +5.6% | -22.2% |
| 3M | -18.1% | -3.6% | -14.5% | -16.0% |
| 6M | +77.1% | -12.0% | +89.0% | +84.0% |
| YTD | +80.1% | +1.4% | +78.8% | +92.6% |
| 1Y | +220.4% | -43.6% | +263.9% | +222.5% |
| 3Y | +650.1% | -95.4% | +745.5% | +566.5% |
| All | +360.4% | -97.2% | +457.6% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling