-97.2%
TSLQ vs M
+60.6%
-157.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.6% | -5.4% | -9.0% |
| 7D | -8.6% | +2.4% | -10.9% | -7.8% |
| 30D | -24.9% | -11.6% | -13.3% | -28.7% |
| 3M | -1.5% | +1.6% | -3.1% | +0.2% |
| 6M | -18.1% | +25.2% | -43.3% | -8.3% |
| YTD | -0.1% | +3.8% | -3.9% | +4.0% |
| 1Y | -51.4% | +36.3% | -87.7% | -41.8% |
| 3Y | -95.9% | +116.3% | -212.3% | -93.0% |
| All | -97.2% | +60.6% | -157.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling