-97.1%
TSLQ vs TDY
+60.7%
-157.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.6% |
| 7D | +5.7% | -1.9% | +7.6% | +3.5% |
| 30D | -21.1% | -12.5% | -8.6% | -31.6% |
| 3M | -11.5% | -0.8% | -10.7% | -10.5% |
| 6M | -14.9% | -9.0% | -5.9% | -19.1% |
| YTD | +2.4% | +16.8% | -14.4% | +26.8% |
| 1Y | -49.8% | +9.5% | -59.2% | -41.1% |
| 3Y | -95.8% | +45.4% | -141.2% | -92.8% |
| All | -97.1% | +60.7% | -157.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling