-95.9%
TSLQ vs REPL
-24.7%
-71.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.8% | -6.2% | -8.0% |
| 7D | -8.6% | -5.7% | -2.8% | -8.7% |
| 30D | -24.9% | +22.5% | -47.4% | -24.4% |
| 3M | -1.5% | +64.7% | -66.2% | +1.3% |
| 6M | -18.1% | +83.0% | -101.1% | -12.5% |
| YTD | -0.1% | +52.0% | -52.1% | +6.3% |
| 1Y | -51.4% | +144.5% | -195.9% | -46.8% |
| 3Y | -95.9% | -25.1% | -70.9% | -95.0% |
| All | -95.9% | -24.7% | -71.2% | -95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling