-97.0%
TSLQ vs EXR
+0.5%
-97.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.2% | +11.2% |
| 7D | -5.8% | -2.6% | -3.2% | -7.2% |
| 30D | -22.1% | -7.2% | -14.9% | -25.4% |
| 3M | +10.1% | -3.5% | +13.6% | +7.3% |
| 6M | -6.8% | -5.3% | -1.5% | -9.1% |
| YTD | +8.5% | +9.4% | -0.8% | +16.2% |
| 1Y | -49.7% | +1.3% | -51.0% | -48.9% |
| 3Y | -95.6% | +22.4% | -118.1% | -94.4% |
| All | -97.0% | +0.5% | -97.5% | -96.4% |
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