-51.9%
TSLL vs TSLQ
-96.5%
+44.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -8.0% | +15.8% | -0.8% |
| 7D | +5.8% | -8.6% | +14.4% | -0.8% |
| 30D | +21.7% | -24.9% | +46.6% | -2.8% |
| 3M | -28.2% | -1.5% | -26.7% | -0.1% |
| 6M | -29.5% | -18.1% | -11.4% | -2.5% |
| YTD | -47.5% | -0.1% | -47.4% | -1.0% |
| 1Y | -20.8% | -51.4% | +30.6% | -9.0% |
| 3Y | -26.7% | -95.9% | +69.2% | -18.1% |
| All | -51.9% | -96.5% | +44.6% | -17.5% |
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