-97.2%
TSLQ vs REPL
-28.5%
-68.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.1% |
| 7D | -8.0% | -9.6% | +1.6% | -8.3% |
| 30D | -23.8% | +5.7% | -29.5% | -23.6% |
| 3M | -7.0% | +56.4% | -63.4% | -4.0% |
| 6M | -17.1% | +67.4% | -84.5% | -10.9% |
| YTD | +0.1% | +48.7% | -48.6% | +7.4% |
| 1Y | -51.2% | +148.3% | -199.5% | -45.5% |
| 3Y | -95.9% | -26.7% | -69.2% | -95.4% |
| All | -97.2% | -28.5% | -68.7% | -96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling