-97.0%
TSLQ vs ALK
+3.5%
-100.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.4% | +13.1% |
| 7D | -5.8% | -0.7% | -5.1% | -6.5% |
| 30D | -22.1% | -19.2% | -2.9% | -33.7% |
| 3M | +10.1% | -1.5% | +11.6% | +11.1% |
| 6M | -6.8% | -13.1% | +6.3% | -10.4% |
| YTD | +8.5% | -16.4% | +25.0% | +2.6% |
| 1Y | -49.7% | -33.1% | -16.7% | -60.0% |
| 3Y | -95.6% | +0.6% | -96.3% | -93.2% |
| All | -97.0% | +3.5% | -100.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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