-38.2%
TSLQ vs TMF
-30.5%
-7.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.2% |
| 7D | -16.8% | -9.3% | -7.6% | -19.9% |
| 30D | -18.0% | +1.9% | -19.9% | -16.7% |
| 3M | -34.5% | -11.2% | -23.2% | -38.3% |
| 6M | -8.9% | -17.7% | +8.8% | -15.7% |
| YTD | -19.0% | -24.5% | +5.5% | -24.6% |
| 1Y | -38.2% | -29.4% | -8.8% | -44.6% |
| All | -38.2% | -30.5% | -7.7% | -44.6% |
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