-97.2%
TSLQ vs TDY
+62.6%
-159.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | +0.2% |
| 7D | -6.6% | -1.1% | -5.5% | -7.7% |
| 30D | -24.3% | -12.0% | -12.3% | -34.1% |
| 3M | -3.6% | -3.2% | -0.4% | -5.2% |
| 6M | -12.0% | -7.9% | -4.1% | -15.2% |
| YTD | +1.4% | +18.2% | -16.8% | +27.1% |
| 1Y | -43.6% | +6.7% | -50.2% | -36.0% |
| 3Y | -95.4% | +47.5% | -142.9% | -91.9% |
| All | -97.2% | +62.6% | -159.8% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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