-97.2%
TSLQ vs EXEL
+170.3%
-267.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.6% |
| 7D | -8.0% | -0.3% | -7.7% | -8.1% |
| 30D | -23.8% | +10.1% | -33.9% | -20.9% |
| 3M | -7.0% | +10.1% | -17.1% | -3.3% |
| 6M | -17.1% | +37.7% | -54.8% | -4.8% |
| YTD | +0.1% | +33.1% | -33.0% | +13.6% |
| 1Y | -51.2% | +52.4% | -103.6% | -40.6% |
| 3Y | -95.9% | +163.8% | -259.7% | -94.2% |
| All | -97.2% | +170.3% | -267.5% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling