-32.5%
TSLQ vs EXR
+24.1%
-56.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | -26.6% | -1.2% | -25.4% | -26.5% |
| 30D | -17.5% | +18.3% | -35.8% | -17.9% |
| 3M | -41.7% | +9.1% | -50.8% | -41.9% |
| 6M | -16.9% | +11.7% | -28.7% | -16.2% |
| YTD | -21.9% | +25.7% | -47.6% | -26.4% |
| 1Y | -32.5% | +24.9% | -57.4% | -36.0% |
| All | -32.5% | +24.1% | -56.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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