-97.1%
TSLQ vs QSR
+72.4%
-169.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.2% |
| 7D | +5.7% | -4.7% | +10.4% | +4.6% |
| 30D | -21.1% | +4.3% | -25.4% | -20.3% |
| 3M | -11.5% | +5.4% | -17.0% | -10.6% |
| 6M | -14.9% | +8.2% | -23.1% | -13.1% |
| YTD | +2.4% | +14.1% | -11.7% | +6.3% |
| 1Y | -49.8% | +28.1% | -77.9% | -45.4% |
| 3Y | -95.8% | +25.3% | -121.1% | -95.3% |
| All | -97.1% | +72.4% | -169.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling