-97.6%
TSLQ vs EXR
+16.1%
-113.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -1.3% |
| 7D | +4.7% | +1.7% | +3.0% | +5.7% |
| 30D | -5.6% | +18.0% | -23.6% | +4.0% |
| 3M | -34.6% | +9.7% | -44.2% | -30.9% |
| 6M | -11.4% | +13.4% | -24.8% | -4.5% |
| YTD | -14.1% | +26.3% | -40.4% | 0.0% |
| 1Y | -20.7% | +27.6% | -48.3% | -7.2% |
| 3Y | -96.9% | +52.2% | -149.0% | -95.4% |
| All | -97.6% | +16.1% | -113.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling