-97.2%
TSLQ vs TRU
+0.2%
-97.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.3% |
| 7D | -6.6% | -2.7% | -3.9% | -8.6% |
| 30D | -24.3% | -2.0% | -22.3% | -24.7% |
| 3M | -3.6% | +18.4% | -22.1% | +10.7% |
| 6M | -12.0% | +8.9% | -20.8% | -3.8% |
| YTD | +1.4% | -8.9% | +10.3% | -2.3% |
| 1Y | -43.6% | -15.9% | -27.7% | -48.7% |
| 3Y | -95.4% | -1.1% | -94.3% | -93.7% |
| All | -97.2% | +0.2% | -97.4% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling