-97.0%
TSLQ vs TMF
-72.2%
-24.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +12.0% |
| 7D | -5.8% | -1.4% | -4.3% | -6.0% |
| 30D | -22.1% | -2.8% | -19.3% | -22.3% |
| 3M | +10.1% | -10.9% | +21.0% | +8.6% |
| 6M | -6.8% | -21.3% | +14.6% | -9.1% |
| YTD | +8.5% | -15.9% | +24.4% | +6.9% |
| 1Y | -49.7% | -15.7% | -34.0% | -50.4% |
| 3Y | -95.6% | -43.4% | -52.3% | -95.7% |
| All | -97.0% | -72.2% | -24.8% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling