-95.4%
TSLQ vs DGX
+96.4%
-191.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -6.6% | -0.9% | -5.7% | -6.6% |
| 30D | -24.3% | -1.2% | -23.1% | -24.3% |
| 3M | -3.6% | +15.8% | -19.4% | -3.6% |
| 6M | -12.0% | +18.2% | -30.1% | -11.7% |
| YTD | +1.4% | +37.2% | -35.8% | +5.3% |
| 1Y | -43.6% | +30.4% | -73.9% | -42.3% |
| 3Y | -95.4% | +96.7% | -192.1% | -95.0% |
| All | -95.4% | +96.4% | -191.8% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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