-97.2%
TSLQ vs QSR
+73.5%
-170.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.9% |
| 7D | -6.6% | -4.0% | -2.6% | -7.4% |
| 30D | -24.3% | +2.8% | -27.1% | -23.8% |
| 3M | -3.6% | +5.1% | -8.7% | -2.8% |
| 6M | -12.0% | +8.8% | -20.8% | -10.0% |
| YTD | +1.4% | +14.8% | -13.5% | +5.4% |
| 1Y | -43.6% | +25.7% | -69.3% | -39.2% |
| 3Y | -95.4% | +27.5% | -122.9% | -94.8% |
| All | -97.2% | +73.5% | -170.6% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling