-9.3%
TSLQ vs ESTC
+69.8%
-79.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.8% | -5.7% |
| 7D | -7.3% | -2.6% | -4.7% | -7.4% |
| 30D | -13.2% | -8.6% | -4.6% | -14.5% |
| 3M | -37.6% | +14.4% | -52.0% | -33.7% |
| 6M | -9.3% | +73.3% | -82.6% | -0.3% |
| All | -9.3% | +69.8% | -79.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 6mo: compounded portfolio wealth divided by compounded ESTC 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…
6mo analysis · Full analysis span regression · 6 months rolling