-49.8%
TSLQ vs TAP
-18.4%
-31.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +5.7% | -5.3% | +10.9% | +8.5% |
| 30D | -21.1% | -7.4% | -13.7% | -18.3% |
| 3M | -11.5% | -4.9% | -6.6% | -9.8% |
| 6M | -14.9% | -14.2% | -0.7% | -9.7% |
| YTD | +2.4% | -14.8% | +17.2% | +7.1% |
| 1Y | -49.8% | -18.1% | -31.7% | -48.7% |
| All | -49.8% | -18.4% | -31.4% | -48.7% |
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