-97.1%
TSLQ vs TCOM
+50.6%
-147.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +1.9% |
| 7D | +5.7% | -6.5% | +12.2% | +3.3% |
| 30D | -21.1% | -16.2% | -4.9% | -25.7% |
| 3M | -11.5% | -19.3% | +7.8% | -17.9% |
| 6M | -14.9% | -27.2% | +12.3% | -23.5% |
| YTD | +2.4% | -46.2% | +48.6% | -16.4% |
| 1Y | -49.8% | -46.6% | -3.2% | -58.8% |
| 3Y | -95.8% | +8.4% | -104.2% | -95.5% |
| All | -97.1% | +50.6% | -147.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling