-49.7%
TSLQ vs TAP
-14.5%
-35.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.1% |
| 7D | -5.8% | -2.3% | -3.5% | -4.7% |
| 30D | -22.1% | -2.1% | -20.0% | -21.6% |
| 3M | +10.1% | +6.6% | +3.4% | +6.9% |
| 6M | -6.8% | -11.5% | +4.7% | -3.0% |
| YTD | +8.5% | -10.3% | +18.8% | +10.6% |
| 1Y | -49.7% | -14.4% | -35.3% | -53.5% |
| All | -49.7% | -14.5% | -35.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling