+378.5%
TSEM vs TSLQ
-97.3%
+475.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.0% | +6.8% | -2.5% |
| 7D | +10.4% | -8.6% | +19.0% | +8.8% |
| 30D | -12.9% | -24.9% | +11.9% | -16.8% |
| 3M | -9.2% | -1.5% | -7.7% | -6.3% |
| 6M | +98.8% | -18.1% | +116.8% | +104.3% |
| YTD | +87.2% | -0.1% | +87.3% | +99.7% |
| 1Y | +239.0% | -51.4% | +290.3% | +233.9% |
| 3Y | +679.5% | -95.9% | +775.4% | +584.6% |
| All | +378.5% | -97.3% | +475.8% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling