-56.8%
TSLL vs TSLQ
-96.6%
+39.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -8.4% | +17.0% | -0.5% |
| 7D | -21.2% | +19.7% | -40.9% | +2.1% |
| 30D | -13.3% | +4.1% | -17.4% | +0.6% |
| 3M | +15.4% | -30.9% | +46.3% | -3.6% |
| 6M | -34.2% | -13.6% | -20.6% | -1.6% |
| YTD | -52.9% | -2.6% | -50.3% | -1.3% |
| 1Y | -54.3% | -10.4% | -43.9% | -2.9% |
| 3Y | -18.4% | -96.4% | +78.0% | -18.9% |
| All | -56.8% | -96.6% | +39.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling