-97.2%
TSLQ vs NTRS
+129.3%
-226.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | +0.1% |
| 7D | -6.6% | +1.4% | -8.0% | -5.4% |
| 30D | -24.3% | -0.7% | -23.6% | -25.0% |
| 3M | -3.6% | +11.3% | -14.9% | +9.2% |
| 6M | -12.0% | +35.5% | -47.5% | +24.5% |
| YTD | +1.4% | +40.6% | -39.2% | +52.1% |
| 1Y | -43.6% | +49.2% | -92.8% | -8.6% |
| 3Y | -95.4% | +167.2% | -262.6% | -83.8% |
| All | -97.2% | +129.3% | -226.5% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling