-97.1%
TSLQ vs M
+46.6%
-143.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.1% | +0.4% |
| 7D | +5.7% | -8.8% | +14.4% | +1.6% |
| 30D | -21.1% | -16.4% | -4.7% | -26.7% |
| 3M | -11.5% | -10.8% | -0.7% | -14.5% |
| 6M | -14.9% | +16.1% | -31.0% | -7.6% |
| YTD | +2.4% | -5.3% | +7.7% | +2.8% |
| 1Y | -49.8% | +24.9% | -74.6% | -42.0% |
| 3Y | -95.8% | +97.5% | -193.4% | -93.0% |
| All | -97.1% | +46.6% | -143.8% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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