-15.0%
TSLQ vs IRE
-97.2%
+82.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +39.6% | -48.0% | -1.5% |
| 7D | +19.7% | -27.2% | +46.9% | +19.0% |
| 30D | +4.1% | -75.1% | +79.2% | -10.2% |
| 3M | -30.9% | -77.9% | +47.0% | -39.2% |
| 6M | -13.6% | -94.6% | +81.0% | -30.7% |
| YTD | -2.6% | -91.5% | +89.0% | -3.4% |
| 1Y | -10.4% | -97.8% | +87.4% | -27.7% |
| All | -15.0% | -97.2% | +82.3% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling