-97.2%
TSLQ vs ES
+3.9%
-101.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.6% | -7.8% |
| 7D | -8.6% | +1.4% | -10.0% | -8.3% |
| 30D | -24.9% | -1.2% | -23.7% | -25.1% |
| 3M | -1.5% | +5.0% | -6.5% | -0.4% |
| 6M | -18.1% | -2.8% | -15.2% | -18.7% |
| YTD | -0.1% | +8.6% | -8.7% | +2.3% |
| 1Y | -51.4% | +18.9% | -70.3% | -48.3% |
| 3Y | -95.9% | +32.1% | -128.1% | -95.3% |
| All | -97.2% | +3.9% | -101.1% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling