-97.1%
TSLQ vs EXEL
+166.1%
-263.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +1.8% |
| 7D | +5.7% | -2.9% | +8.6% | +4.5% |
| 30D | -21.1% | +11.9% | -33.0% | -17.6% |
| 3M | -11.5% | +9.2% | -20.7% | -8.2% |
| 6M | -14.9% | +39.1% | -54.0% | -1.8% |
| YTD | +2.4% | +31.0% | -28.6% | +15.7% |
| 1Y | -49.8% | +52.3% | -102.1% | -38.8% |
| 3Y | -95.8% | +159.7% | -255.6% | -94.1% |
| All | -97.1% | +166.1% | -263.3% | -95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling