-5.3%
TSLQ vs IRE
-84.4%
+79.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +14.0% | -2.0% | +14.2% |
| 7D | -5.8% | +54.8% | -60.6% | +1.7% |
| 30D | -22.1% | +18.4% | -40.5% | -17.8% |
| 3M | +10.1% | -66.7% | +76.8% | +5.2% |
| 6M | -6.8% | -52.3% | +45.6% | +2.8% |
| YTD | +8.5% | -52.3% | +60.9% | +30.2% |
| All | -5.3% | -84.4% | +79.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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