-49.7%
TSLQ vs EFV
+30.7%
-80.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +11.7% |
| 7D | -5.8% | +1.5% | -7.3% | -2.1% |
| 30D | -22.1% | +1.7% | -23.8% | -18.2% |
| 3M | +10.1% | +8.6% | +1.4% | +36.5% |
| 6M | -6.8% | +11.7% | -18.4% | +26.3% |
| YTD | +8.5% | +19.3% | -10.7% | +72.5% |
| 1Y | -49.7% | +30.2% | -79.9% | +6.2% |
| All | -49.7% | +30.7% | -80.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling