-21.0%
TSLQ vs REPL
+125.1%
-146.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.4% |
| 7D | +9.8% | +28.8% | -19.0% | +10.6% |
| 30D | -6.0% | +57.3% | -63.4% | -4.7% |
| 3M | -35.0% | +73.6% | -108.6% | -33.8% |
| 6M | -24.9% | +582.8% | -607.8% | -17.4% |
| YTD | -12.7% | +112.9% | -125.5% | -7.9% |
| 1Y | -21.0% | +130.7% | -151.7% | -9.6% |
| All | -21.0% | +125.1% | -146.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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