-17.2%
TSLQ vs DAR
+28.1%
-45.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.9% | -10.9% | -7.7% |
| 7D | -8.6% | -0.9% | -7.7% | -8.4% |
| 30D | -24.9% | +13.0% | -37.8% | -23.3% |
| 3M | -1.5% | +15.0% | -16.5% | +1.4% |
| All | -17.2% | +28.1% | -45.3% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling