-49.7%
TSLQ vs TCOM
-42.5%
-7.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.9% | +12.9% | +11.8% |
| 7D | -5.8% | -9.5% | +3.7% | -8.4% |
| 30D | -22.1% | -10.7% | -11.4% | -24.5% |
| 3M | +10.1% | -14.6% | +24.7% | +3.5% |
| 6M | -6.8% | -19.3% | +12.6% | -14.5% |
| YTD | +8.5% | -42.9% | +51.5% | -12.0% |
| 1Y | -49.7% | -43.8% | -5.9% | -58.5% |
| All | -49.7% | -42.5% | -7.2% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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