-97.1%
TSLQ vs EFV
+135.6%
-232.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +1.8% |
| 7D | +5.7% | -2.0% | +7.7% | +1.2% |
| 30D | -21.1% | -0.2% | -20.9% | -21.0% |
| 3M | -11.5% | +9.1% | -20.6% | +8.5% |
| 6M | -14.9% | +11.7% | -26.6% | +12.6% |
| YTD | +2.4% | +17.0% | -14.6% | +50.1% |
| 1Y | -49.8% | +26.7% | -76.5% | -12.1% |
| 3Y | -95.8% | +90.2% | -186.0% | -82.3% |
| All | -97.1% | +135.6% | -232.7% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling