+668.0%
TSEM vs TSLQ
-95.6%
+763.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.4% |
| 7D | +4.7% | -8.0% | +12.7% | +3.2% |
| 30D | -14.2% | -23.8% | +9.5% | -18.0% |
| 3M | -5.0% | -7.0% | +2.0% | -2.9% |
| 6M | +87.6% | -17.1% | +104.7% | +93.4% |
| YTD | +84.4% | +0.1% | +84.4% | +97.4% |
| 1Y | +235.4% | -51.2% | +286.6% | +230.1% |
| All | +668.0% | -95.6% | +763.6% | +592.9% |
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 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