-97.7%
TSLQ vs REPL
+7.7%
-105.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.4% | +0.7% | -6.0% |
| 7D | -7.3% | +5.3% | -12.6% | -7.1% |
| 30D | -13.2% | +66.6% | -79.9% | -11.4% |
| 3M | -37.6% | +59.6% | -97.2% | -36.3% |
| 6M | -9.3% | +482.4% | -491.7% | -0.2% |
| YTD | -19.1% | +124.1% | -143.1% | -11.5% |
| 1Y | -27.2% | +138.6% | -165.7% | -20.1% |
| 3Y | -97.1% | +96.0% | -193.1% | -96.4% |
| All | -97.7% | +7.7% | -105.5% | -97.3% |
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