-97.6%
TSLQ vs ALLE
+115.2%
-212.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.8% | -9.7% |
| 7D | +8.5% | -0.6% | +9.1% | +8.6% |
| 30D | -4.8% | +26.6% | -31.4% | +7.0% |
| 3M | -34.9% | +13.2% | -48.0% | -30.9% |
| 6M | -10.6% | +42.9% | -53.5% | +7.6% |
| YTD | -13.4% | +21.0% | -34.4% | -5.9% |
| 1Y | -25.9% | +15.2% | -41.0% | -22.5% |
| 3Y | -96.9% | +95.6% | -192.5% | -94.7% |
| All | -97.6% | +115.2% | -212.7% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling