+4.6%
TSLQ vs NTRS
+37.4%
-32.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -3.7% | +25.5% | +18.5% |
| 7D | +32.9% | -0.9% | +33.8% | +32.1% |
| 30D | +15.4% | +1.1% | +14.2% | +16.7% |
| 3M | -23.7% | -6.6% | -17.1% | -27.1% |
| 6M | -10.1% | +7.1% | -17.2% | -3.1% |
| YTD | +6.3% | +27.4% | -21.0% | +43.7% |
| 1Y | +4.6% | +36.5% | -32.0% | +53.3% |
| All | +4.6% | +37.4% | -32.8% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling