-51.2%
TSLQ vs M
+30.1%
-81.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | -1.5% |
| 7D | -8.0% | -4.1% | -3.9% | -9.6% |
| 30D | -23.8% | -13.6% | -10.2% | -28.4% |
| 3M | -7.0% | -2.3% | -4.7% | -6.8% |
| 6M | -17.1% | +21.9% | -39.0% | -8.6% |
| YTD | +0.1% | -0.6% | +0.6% | +2.3% |
| 1Y | -51.2% | +29.7% | -80.9% | -33.6% |
| All | -51.2% | +30.1% | -81.3% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling