-38.2%
TSLQ vs DAR
+61.9%
-100.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.9% |
| 7D | -16.8% | +11.6% | -28.4% | -15.2% |
| 30D | -18.0% | -10.2% | -7.7% | -17.1% |
| 3M | -34.5% | -14.8% | -19.6% | -33.7% |
| 6M | -8.9% | -10.1% | +1.2% | -6.4% |
| YTD | -19.0% | +55.5% | -74.5% | -19.5% |
| 1Y | -38.2% | +61.7% | -99.9% | -38.4% |
| All | -38.2% | +61.9% | -100.1% | -38.4% |
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