-97.2%
TSLQ vs NYT
+145.9%
-243.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.8% |
| 7D | -6.6% | -0.6% | -6.0% | -6.9% |
| 30D | -24.3% | +4.6% | -28.9% | -22.4% |
| 3M | -3.6% | -9.6% | +6.0% | -8.6% |
| 6M | -12.0% | -14.0% | +2.0% | -18.9% |
| YTD | +1.4% | -2.8% | +4.2% | +2.1% |
| 1Y | -43.6% | +15.6% | -59.1% | -36.0% |
| 3Y | -95.4% | +56.3% | -151.7% | -92.7% |
| All | -97.2% | +145.9% | -243.1% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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