-97.8%
TSLQ vs TAP
-20.3%
-77.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.6% |
| 7D | -26.6% | -6.3% | -20.2% | -27.4% |
| 30D | -17.5% | +2.7% | -20.2% | -17.1% |
| 3M | -41.7% | -3.7% | -38.0% | -42.3% |
| 6M | -16.9% | -2.0% | -14.9% | -17.7% |
| YTD | -21.9% | -12.3% | -9.6% | -25.2% |
| 1Y | -32.5% | -10.1% | -22.5% | -34.8% |
| 3Y | -97.2% | -25.3% | -71.9% | -97.3% |
| All | -97.8% | -20.3% | -77.5% | -97.8% |
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