-12.7%
TSLQ vs IRE
-84.0%
+71.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.9% |
| 7D | -8.0% | +29.0% | -37.0% | -3.7% |
| 30D | -23.8% | +24.2% | -48.0% | -19.1% |
| 3M | -7.0% | -53.2% | +46.1% | -7.7% |
| 6M | -17.1% | -36.0% | +18.9% | -5.1% |
| YTD | +0.1% | -51.0% | +51.1% | +20.9% |
| All | -12.7% | -84.0% | +71.3% | -4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling