-95.5%
TSLQ vs EXR
+24.9%
-120.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +11.3% |
| 7D | -5.8% | -2.6% | -3.2% | -7.1% |
| 30D | -22.1% | -7.2% | -14.9% | -25.1% |
| 3M | +10.1% | -3.5% | +13.6% | +7.6% |
| 6M | -6.8% | -5.3% | -1.5% | -8.8% |
| YTD | +8.5% | +9.4% | -0.8% | +16.3% |
| 1Y | -49.7% | +1.3% | -51.0% | -48.9% |
| All | -95.5% | +24.9% | -120.4% | -94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling