-96.9%
TSLQ vs DAR
+20.8%
-117.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -2.0% |
| 7D | +4.7% | -3.8% | +8.5% | +3.1% |
| 30D | -5.6% | -14.4% | +8.9% | -13.2% |
| 3M | -34.6% | -17.9% | -16.6% | -41.2% |
| 6M | -11.4% | -18.3% | +6.9% | -19.9% |
| YTD | -14.1% | +43.2% | -57.3% | +15.3% |
| 1Y | -20.7% | +57.7% | -78.4% | +14.4% |
| 3Y | -96.9% | +22.7% | -119.6% | -94.9% |
| All | -96.9% | +20.8% | -117.7% | -94.9% |
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