-97.0%
TSLQ vs DAR
+14.0%
-111.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.8% | +11.5% |
| 7D | -5.8% | +1.4% | -7.1% | -5.0% |
| 30D | -22.1% | +12.8% | -34.9% | -16.4% |
| 3M | +10.1% | +7.4% | +2.7% | +15.7% |
| 6M | -6.8% | +22.3% | -29.0% | +6.1% |
| YTD | +8.5% | +81.1% | -72.5% | +57.7% |
| 1Y | -49.7% | +106.5% | -156.2% | -19.4% |
| 3Y | -95.6% | +5.3% | -100.9% | -93.5% |
| All | -97.0% | +14.0% | -111.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling