-31.2%
TSLL vs INFQ
-40.5%
+9.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.9% | -2.7% |
| 7D | +17.8% | -4.6% | +22.5% | +19.7% |
| 30D | +8.2% | -6.9% | +15.2% | +10.8% |
| 3M | +20.9% | -30.4% | +51.2% | +35.2% |
| 6M | -37.5% | -36.2% | -1.3% | -30.7% |
| All | -31.2% | -40.5% | +9.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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