-96.4%
TSLQ vs FIVE
+34.8%
-131.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.4% | -8.0% | -8.5% |
| 7D | +19.7% | -0.3% | +20.0% | +19.7% |
| 30D | +4.1% | +17.7% | -13.5% | +11.3% |
| 3M | -30.9% | +4.0% | -34.8% | -29.2% |
| 6M | -13.6% | +2.6% | -16.2% | -12.4% |
| YTD | -2.6% | +27.6% | -30.2% | +10.4% |
| 1Y | -10.4% | +59.9% | -70.4% | +12.8% |
| 3Y | -96.4% | +35.8% | -132.2% | -93.4% |
| All | -96.4% | +34.8% | -131.2% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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