-20.1%
TSLQ vs TMF
-22.6%
+2.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.1% | -11.1% | -11.1% |
| 7D | +8.5% | +0.6% | +7.9% | +8.6% |
| 30D | -4.8% | +16.3% | -21.1% | +2.7% |
| 3M | -34.9% | -2.7% | -32.2% | -36.5% |
| 6M | -10.6% | -13.2% | +2.5% | -16.1% |
| YTD | -13.4% | -16.7% | +3.3% | -16.7% |
| All | -20.1% | -22.6% | +2.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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