-97.2%
TSLQ vs NTR
+25.4%
-122.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -8.0% | +0.5% | -8.5% | -7.8% |
| 30D | -23.8% | +21.7% | -45.5% | -19.2% |
| 3M | -7.0% | +22.8% | -29.8% | -1.1% |
| 6M | -17.1% | +8.2% | -25.3% | -15.2% |
| YTD | +0.1% | +32.9% | -32.9% | +10.8% |
| 1Y | -51.2% | +45.3% | -96.5% | -43.5% |
| 3Y | -95.9% | +41.7% | -137.6% | -95.0% |
| All | -97.2% | +25.4% | -122.6% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling