+10.1%
TSLQ vs IRE
-66.9%
+77.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +14.0% | -2.0% | +14.7% |
| 7D | -5.8% | +54.8% | -60.6% | +3.7% |
| 30D | -22.1% | +18.4% | -40.5% | -16.6% |
| 3M | +10.1% | -66.7% | +76.8% | -20.9% |
| All | +10.1% | -66.9% | +77.0% | -20.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling