-97.2%
TSLQ vs DTE
+27.1%
-124.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | -0.1% |
| 7D | -8.0% | 0.0% | -8.0% | -7.9% |
| 30D | -23.8% | -0.5% | -23.3% | -23.9% |
| 3M | -7.0% | -6.0% | -1.0% | -8.7% |
| 6M | -17.1% | -7.2% | -9.9% | -19.0% |
| YTD | +0.1% | +7.2% | -7.1% | +4.0% |
| 1Y | -51.2% | +4.1% | -55.2% | -49.8% |
| 3Y | -95.9% | +46.9% | -142.8% | -95.1% |
| All | -97.2% | +27.1% | -124.3% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling