-97.2%
TSLQ vs ALM
+1,145.7%
-1,242.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | -0.3% |
| 7D | -8.0% | +3.6% | -11.6% | -7.5% |
| 30D | -23.8% | +33.8% | -57.6% | -21.0% |
| 3M | -7.0% | +14.8% | -21.8% | -3.7% |
| 6M | -17.1% | -7.0% | -10.2% | -14.3% |
| YTD | +0.1% | +108.1% | -108.0% | +9.2% |
| 1Y | -51.2% | +313.8% | -365.0% | -44.6% |
| 3Y | -95.9% | +2,227.6% | -2,323.5% | -94.7% |
| All | -97.2% | +1,145.7% | -1,242.9% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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