-97.2%
TSLQ vs TKO
+225.0%
-322.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -6.6% | +2.3% | -8.9% | -5.7% |
| 30D | -24.3% | -2.5% | -21.8% | -24.5% |
| 3M | -3.6% | -10.6% | +7.0% | -6.4% |
| 6M | -12.0% | -5.1% | -6.9% | -12.3% |
| YTD | +1.4% | -8.2% | +9.6% | 0.0% |
| 1Y | -43.6% | -4.4% | -39.1% | -43.2% |
| 3Y | -95.4% | +100.4% | -195.8% | -94.2% |
| All | -97.2% | +225.0% | -322.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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