-95.4%
TSLQ vs DTE
+43.4%
-138.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.3% |
| 7D | -6.6% | -2.6% | -4.0% | -7.0% |
| 30D | -24.3% | -4.4% | -19.9% | -24.9% |
| 3M | -3.6% | -8.3% | +4.7% | -4.9% |
| 6M | -12.0% | -8.1% | -3.9% | -13.0% |
| YTD | +1.4% | +4.4% | -3.0% | +5.1% |
| 1Y | -43.6% | +0.2% | -43.7% | -42.4% |
| 3Y | -95.4% | +42.6% | -138.0% | -94.8% |
| All | -95.4% | +43.4% | -138.8% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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