-38.2%
TSLQ vs IRE
-97.6%
+59.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -14.4% | +18.1% | +1.3% |
| 7D | -16.8% | -31.8% | +15.0% | -21.5% |
| 30D | -18.0% | -71.8% | +53.8% | -27.7% |
| 3M | -34.5% | -88.9% | +54.4% | -48.0% |
| 6M | -8.9% | -95.4% | +86.4% | -28.1% |
| YTD | -19.0% | -94.2% | +75.2% | -26.3% |
| 1Y | -38.2% | -97.1% | +58.9% | -46.8% |
| All | -38.2% | -97.6% | +59.4% | -46.8% |
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