-51.2%
TSLQ vs DAR
+116.5%
-167.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -8.0% | -0.2% | -7.8% | -7.9% |
| 30D | -23.8% | +7.4% | -31.2% | -22.9% |
| 3M | -7.0% | +15.7% | -22.7% | -4.8% |
| 6M | -17.1% | +30.0% | -47.1% | -12.9% |
| YTD | +0.1% | +87.5% | -87.5% | +9.5% |
| 1Y | -51.2% | +113.4% | -164.6% | -45.2% |
| All | -51.2% | +116.5% | -167.7% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling