-97.2%
TSLQ vs TCOM
+57.6%
-154.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -8.4% |
| 7D | -8.6% | -7.6% | -0.9% | -11.1% |
| 30D | -24.9% | -12.2% | -12.7% | -28.2% |
| 3M | -1.5% | -14.2% | +12.7% | -6.7% |
| 6M | -18.1% | -25.0% | +6.9% | -25.7% |
| YTD | -0.1% | -43.7% | +43.6% | -17.3% |
| 1Y | -51.4% | -44.5% | -6.8% | -59.6% |
| 3Y | -95.9% | +13.4% | -109.3% | -95.5% |
| All | -97.2% | +57.6% | -154.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling