-49.7%
TSLQ vs ALLE
-5.8%
-43.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.0% | +11.0% | +11.9% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -22.1% | -6.8% | -15.3% | -21.6% |
| 3M | +10.1% | +21.0% | -11.0% | +11.5% |
| 6M | -6.8% | +1.1% | -7.9% | -10.4% |
| YTD | +8.5% | -0.5% | +9.1% | +4.0% |
| 1Y | -49.7% | -7.3% | -42.5% | -55.6% |
| All | -49.7% | -5.8% | -43.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling