-97.2%
TSLQ vs TKO
+226.3%
-323.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | -0.6% |
| 7D | -8.0% | +0.7% | -8.7% | -7.6% |
| 30D | -23.8% | +0.9% | -24.7% | -23.2% |
| 3M | -7.0% | -6.2% | -0.8% | -8.2% |
| 6M | -17.1% | -5.6% | -11.5% | -17.6% |
| YTD | +0.1% | -7.8% | +7.9% | -1.2% |
| 1Y | -51.2% | -1.2% | -50.0% | -50.2% |
| 3Y | -95.9% | +106.5% | -202.4% | -94.9% |
| All | -97.2% | +226.3% | -323.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling