-97.6%
TSLQ vs M
+80.9%
-178.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | +4.7% | +5.0% | -0.3% | +7.5% |
| 30D | -5.6% | +10.6% | -16.2% | -1.1% |
| 3M | -34.6% | +1.6% | -36.2% | -33.9% |
| 6M | -11.4% | +30.8% | -42.2% | +1.1% |
| YTD | -14.1% | +16.9% | -31.0% | -5.5% |
| 1Y | -20.7% | +26.3% | -47.0% | -9.6% |
| 3Y | -96.9% | +158.6% | -255.5% | -94.2% |
| All | -97.6% | +80.9% | -178.5% | -95.6% |
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 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