-97.8%
TSLQ vs REPL
+8.7%
-106.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -3.5% |
| 7D | -26.6% | +9.8% | -36.4% | -26.3% |
| 30D | -17.5% | +81.5% | -99.0% | -15.5% |
| 3M | -41.7% | +44.2% | -85.9% | -40.7% |
| 6M | -16.9% | +437.4% | -454.3% | -8.9% |
| YTD | -21.9% | +126.1% | -148.0% | -14.6% |
| 1Y | -32.5% | +143.1% | -175.7% | -25.9% |
| 3Y | -97.2% | +97.8% | -195.0% | -96.5% |
| All | -97.8% | +8.7% | -106.5% | -97.4% |
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