-97.6%
TSLQ vs TAP
-19.5%
-78.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +3.8% |
| 30D | -5.6% | +7.5% | -13.0% | -4.3% |
| 3M | -34.6% | -4.9% | -29.7% | -35.4% |
| 6M | -11.4% | -3.5% | -7.9% | -12.7% |
| YTD | -14.1% | -11.4% | -2.7% | -17.6% |
| 1Y | -20.7% | -10.8% | -9.9% | -23.9% |
| 3Y | -96.9% | -24.5% | -72.4% | -97.1% |
| All | -97.6% | -19.5% | -78.1% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling