-95.4%
TSLQ vs NTR
+36.8%
-132.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.1% |
| 7D | -6.6% | -1.3% | -5.3% | -6.9% |
| 30D | -24.3% | +16.8% | -41.1% | -20.8% |
| 3M | -3.6% | +20.7% | -24.4% | +1.8% |
| 6M | -12.0% | +0.5% | -12.5% | -12.6% |
| YTD | +1.4% | +29.2% | -27.8% | +12.8% |
| 1Y | -43.6% | +39.6% | -83.1% | -34.1% |
| 3Y | -95.4% | +37.9% | -133.3% | -94.1% |
| All | -95.4% | +36.8% | -132.2% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling