-49.7%
TSLQ vs EXEL
+59.2%
-109.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +11.9% |
| 7D | -5.8% | +8.4% | -14.2% | -3.9% |
| 30D | -22.1% | +4.1% | -26.2% | -21.0% |
| 3M | +10.1% | +12.4% | -2.4% | +13.8% |
| 6M | -6.8% | +41.5% | -48.3% | +5.3% |
| YTD | +8.5% | +34.6% | -26.1% | +21.0% |
| 1Y | -49.7% | +57.9% | -107.6% | -41.7% |
| All | -49.7% | +59.2% | -109.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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