-43.6%
TSLQ vs EFV
+27.7%
-71.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | +1.5% |
| 7D | -6.6% | -0.8% | -5.8% | -8.4% |
| 30D | -24.3% | +0.6% | -24.9% | -22.7% |
| 3M | -3.6% | +7.5% | -11.1% | +14.9% |
| 6M | -12.0% | +13.0% | -25.0% | +20.2% |
| YTD | +1.4% | +18.3% | -16.9% | +55.4% |
| 1Y | -43.6% | +26.7% | -70.3% | +6.6% |
| All | -43.6% | +27.7% | -71.2% | +6.6% |
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