-97.0%
TSLQ vs M
+64.9%
-161.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.4% | +13.1% |
| 7D | -5.8% | +4.7% | -10.5% | -4.0% |
| 30D | -22.1% | -9.6% | -12.5% | -25.3% |
| 3M | +10.1% | +0.9% | +9.2% | +12.0% |
| 6M | -6.8% | +22.3% | -29.0% | +3.5% |
| YTD | +8.5% | +6.5% | +2.0% | +14.3% |
| 1Y | -49.7% | +38.8% | -88.5% | -39.3% |
| 3Y | -95.6% | +115.9% | -211.5% | -92.4% |
| All | -97.0% | +64.9% | -161.8% | -94.7% |
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