-20.1%
TSLQ vs ES
-0.3%
-19.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.5% | -10.6% | -10.9% |
| 7D | +8.5% | -0.1% | +8.6% | +9.0% |
| 30D | -4.8% | +5.7% | -10.5% | -5.5% |
| 3M | -34.9% | -2.8% | -32.1% | -34.3% |
| 6M | -10.6% | +7.0% | -17.6% | -8.5% |
| YTD | -13.4% | +6.8% | -20.2% | -11.5% |
| All | -20.1% | -0.3% | -19.8% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling