-97.2%
TSLQ vs TCOM
+51.8%
-149.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -0.7% |
| 7D | -6.6% | -4.9% | -1.7% | -8.2% |
| 30D | -24.3% | -14.4% | -9.9% | -28.2% |
| 3M | -3.6% | -17.7% | +14.0% | -9.8% |
| 6M | -12.0% | -25.1% | +13.1% | -20.1% |
| YTD | +1.4% | -45.7% | +47.1% | -17.0% |
| 1Y | -43.6% | -47.9% | +4.3% | -54.2% |
| 3Y | -95.4% | +8.9% | -104.3% | -95.0% |
| All | -97.2% | +51.8% | -149.0% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling