-97.1%
TSLQ vs TRU
-0.8%
-96.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.3% |
| 7D | +5.7% | -9.4% | +15.1% | -1.2% |
| 30D | -21.1% | -4.1% | -17.0% | -22.7% |
| 3M | -11.5% | +13.6% | -25.1% | -1.7% |
| 6M | -14.9% | +3.6% | -18.5% | -10.6% |
| YTD | +2.4% | -9.8% | +12.2% | -2.0% |
| 1Y | -49.8% | -13.6% | -36.1% | -53.1% |
| 3Y | -95.8% | -2.0% | -93.9% | -94.3% |
| All | -97.1% | -0.8% | -96.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling