-97.2%
TSLQ vs EFV
+136.3%
-233.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | -1.7% |
| 7D | -8.0% | -0.5% | -7.5% | -8.8% |
| 30D | -23.8% | 0.0% | -23.8% | -23.4% |
| 3M | -7.0% | +8.4% | -15.4% | +12.7% |
| 6M | -17.1% | +12.3% | -29.5% | +11.0% |
| YTD | +0.1% | +17.4% | -17.3% | +47.5% |
| 1Y | -51.2% | +27.1% | -78.3% | -14.0% |
| 3Y | -95.9% | +90.7% | -186.6% | -82.6% |
| All | -97.2% | +136.3% | -233.5% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling