-95.4%
TSLQ vs TENB
-34.6%
-60.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -4.7% |
| 7D | -6.6% | -12.1% | +5.5% | -13.6% |
| 30D | -24.3% | -18.6% | -5.7% | -32.2% |
| 3M | -3.6% | +12.1% | -15.7% | +10.2% |
| 6M | -12.0% | +46.8% | -58.8% | +21.2% |
| YTD | +1.4% | +28.0% | -26.6% | +28.0% |
| 1Y | -43.6% | -1.4% | -42.1% | -43.3% |
| 3Y | -95.4% | -33.9% | -61.5% | -95.6% |
| All | -95.4% | -34.6% | -60.8% | -95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling