-97.2%
TSLQ vs ALM
+1,199.4%
-1,296.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +8.8% | -16.8% | -7.0% |
| 7D | -8.6% | +8.4% | -17.0% | -7.6% |
| 30D | -24.9% | +34.8% | -59.7% | -22.1% |
| 3M | -1.5% | +16.2% | -17.8% | +2.2% |
| 6M | -18.1% | +2.1% | -20.2% | -14.6% |
| YTD | -0.1% | +117.0% | -117.1% | +9.5% |
| 1Y | -51.4% | +313.9% | -365.2% | -44.6% |
| 3Y | -95.9% | +2,327.9% | -2,423.9% | -94.7% |
| All | -97.2% | +1,199.4% | -1,296.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling