-49.7%
TSLQ vs TENB
+11.6%
-61.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +11.7% |
| 7D | -5.8% | -9.1% | +3.3% | -8.8% |
| 30D | -22.1% | -4.9% | -17.2% | -22.6% |
| 3M | +10.1% | +16.9% | -6.9% | +19.0% |
| 6M | -6.8% | +68.0% | -74.7% | +10.3% |
| YTD | +8.5% | +45.6% | -37.0% | +25.3% |
| 1Y | -49.7% | +12.7% | -62.5% | -46.4% |
| All | -49.7% | +11.6% | -61.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling