-97.2%
TSLQ vs DAR
+17.4%
-114.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.9% | -10.9% | -6.3% |
| 7D | -8.6% | -0.9% | -7.7% | -9.0% |
| 30D | -24.9% | +13.0% | -37.8% | -19.2% |
| 3M | -1.5% | +15.0% | -16.5% | +7.8% |
| 6M | -18.1% | +26.8% | -44.9% | -4.7% |
| YTD | -0.1% | +86.4% | -86.5% | +47.8% |
| 1Y | -51.4% | +115.1% | -166.5% | -20.1% |
| 3Y | -95.9% | +14.6% | -110.5% | -93.7% |
| All | -97.2% | +17.4% | -114.6% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling