-95.6%
TSLQ vs ALM
+2,131.1%
-2,226.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +11.8% |
| 7D | -5.8% | -2.6% | -3.2% | -6.1% |
| 30D | -22.1% | +32.0% | -54.1% | -19.3% |
| 3M | +10.1% | -15.0% | +25.1% | +11.4% |
| 6M | -6.8% | -10.1% | +3.4% | -4.0% |
| YTD | +8.5% | +99.4% | -90.9% | +17.4% |
| 1Y | -49.7% | +316.4% | -366.1% | -43.9% |
| All | -95.6% | +2,131.1% | -2,226.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling