-97.3%
TSLQ vs M
+66.5%
-163.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.6% | -3.8% | -10.2% |
| 7D | +19.7% | -4.3% | +24.0% | +17.8% |
| 30D | +4.1% | +1.3% | +2.8% | +4.7% |
| 3M | -30.9% | -7.4% | -23.5% | -33.0% |
| 6M | -13.6% | +18.3% | -32.0% | -5.9% |
| YTD | -2.6% | +7.6% | -10.2% | +3.1% |
| 1Y | -10.4% | +17.4% | -27.8% | -1.2% |
| 3Y | -96.4% | +108.4% | -204.7% | -93.8% |
| All | -97.3% | +66.5% | -163.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling