-97.6%
TSLQ vs ES
+2.2%
-99.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.5% | -10.6% | -11.2% |
| 7D | +8.5% | -0.1% | +8.6% | +8.4% |
| 30D | -4.8% | +5.7% | -10.5% | -3.9% |
| 3M | -34.9% | -2.8% | -32.1% | -35.3% |
| 6M | -10.6% | +7.0% | -17.6% | -9.1% |
| YTD | -13.4% | +6.8% | -20.2% | -11.7% |
| 1Y | -25.9% | -0.5% | -25.4% | -25.6% |
| 3Y | -96.9% | +47.2% | -144.1% | -96.3% |
| All | -97.6% | +2.2% | -99.8% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling