-51.2%
TSLQ vs TMF
-23.1%
-28.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | -0.3% |
| 7D | -8.0% | -0.9% | -7.1% | -8.2% |
| 30D | -23.8% | -1.0% | -22.8% | -23.8% |
| 3M | -7.0% | -11.3% | +4.3% | -8.7% |
| 6M | -17.1% | -22.7% | +5.6% | -16.9% |
| YTD | +0.1% | -17.3% | +17.4% | -0.7% |
| 1Y | -51.2% | -22.5% | -28.7% | -52.4% |
| All | -51.2% | -23.1% | -28.1% | -52.4% |
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