-2.8%
TSLL vs TSLQ
-97.1%
+94.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | -0.3% |
| 7D | +33.0% | -26.6% | +59.5% | -1.1% |
| 30D | +7.7% | -17.5% | +25.2% | -0.8% |
| 3M | +34.7% | -41.7% | +76.4% | -3.1% |
| 6M | -31.5% | -16.9% | -14.6% | -2.1% |
| YTD | -42.4% | -21.9% | -20.4% | -3.9% |
| 1Y | -39.7% | -32.5% | -7.2% | -5.4% |
| All | -2.8% | -97.1% | +94.4% | -10.4% |
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