-95.4%
TSLQ vs DAR
+7.7%
-103.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +1.3% |
| 7D | +5.7% | +0.9% | +4.7% | +6.6% |
| 30D | -21.1% | +6.4% | -27.5% | -17.8% |
| 3M | -11.5% | +13.2% | -24.8% | -3.2% |
| 6M | -14.9% | +26.2% | -41.1% | +0.3% |
| YTD | +2.4% | +84.4% | -81.9% | +57.6% |
| 1Y | -49.8% | +112.0% | -161.8% | -13.2% |
| All | -95.4% | +7.7% | -103.1% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling