-97.1%
TSLQ vs TENB
-30.6%
-66.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.2% | -0.2% |
| 7D | +5.7% | -7.1% | +12.8% | +1.6% |
| 30D | -21.1% | -15.4% | -5.7% | -26.7% |
| 3M | -11.5% | +19.5% | -31.0% | +2.7% |
| 6M | -14.9% | +54.8% | -69.7% | +15.2% |
| YTD | +2.4% | +36.1% | -33.7% | +31.5% |
| 1Y | -49.8% | +7.0% | -56.8% | -44.2% |
| 3Y | -95.8% | -27.6% | -68.3% | -95.5% |
| All | -97.1% | -30.6% | -66.5% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling