-95.9%
TSLQ vs TAP
-31.5%
-64.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -8.7% |
| 7D | -8.6% | -2.3% | -6.3% | -9.0% |
| 30D | -24.9% | -9.4% | -15.5% | -26.3% |
| 3M | -1.5% | -0.8% | -0.7% | -1.6% |
| 6M | -18.1% | -14.7% | -3.3% | -22.2% |
| YTD | -0.1% | -13.9% | +13.8% | -4.4% |
| 1Y | -51.4% | -18.6% | -32.7% | -55.3% |
| 3Y | -95.9% | -32.0% | -63.9% | -96.3% |
| All | -95.9% | -31.5% | -64.4% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling