-97.2%
TSLQ vs TAP
-22.5%
-74.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | 0.0% |
| 7D | -8.0% | -5.1% | -2.9% | -9.1% |
| 30D | -23.8% | -8.4% | -15.3% | -25.3% |
| 3M | -7.0% | -3.9% | -3.1% | -8.0% |
| 6M | -17.1% | -14.4% | -2.7% | -21.1% |
| YTD | +0.1% | -14.7% | +14.8% | -4.6% |
| 1Y | -51.2% | -18.7% | -32.5% | -54.7% |
| 3Y | -95.9% | -32.6% | -63.3% | -96.3% |
| All | -97.2% | -22.5% | -74.7% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling