-97.7%
TSLQ vs ALLE
+115.8%
-213.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.4% |
| 7D | -7.3% | -0.8% | -6.5% | -7.3% |
| 30D | -13.2% | +27.4% | -40.6% | -2.2% |
| 3M | -37.6% | +13.8% | -51.5% | -33.6% |
| 6M | -9.3% | +45.5% | -54.8% | +10.5% |
| YTD | -19.1% | +21.4% | -40.4% | -11.9% |
| 1Y | -27.2% | +15.4% | -42.6% | -23.7% |
| 3Y | -97.1% | +91.7% | -188.8% | -95.0% |
| All | -97.7% | +115.8% | -213.5% | -95.6% |
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 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