-97.0%
TSLQ vs REPL
-25.6%
-71.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +11.9% |
| 7D | -5.8% | -3.0% | -2.8% | -5.9% |
| 30D | -22.1% | +27.1% | -49.2% | -21.4% |
| 3M | +10.1% | +52.4% | -42.3% | +13.5% |
| 6M | -6.8% | +107.4% | -114.2% | +1.2% |
| YTD | +8.5% | +54.7% | -46.2% | +16.7% |
| 1Y | -49.7% | +158.9% | -208.6% | -43.8% |
| 3Y | -95.6% | -23.7% | -71.9% | -95.0% |
| All | -97.0% | -25.6% | -71.4% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling