-55.4%
TSLL vs TSLQ
-96.2%
+40.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +12.0% | -23.8% | +1.3% |
| 7D | +1.9% | -5.8% | +7.7% | -0.3% |
| 30D | +17.8% | -22.1% | +39.9% | -2.5% |
| 3M | -37.0% | +10.1% | -47.1% | +1.0% |
| 6M | -37.7% | -6.8% | -30.9% | -1.2% |
| YTD | -51.4% | +8.5% | -59.9% | -0.2% |
| 1Y | -23.4% | -49.7% | +26.4% | -8.9% |
| 3Y | -30.8% | -95.6% | +64.9% | -17.3% |
| All | -55.4% | -96.2% | +40.8% | -16.8% |
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