-97.2%
TSLQ vs TRU
-0.7%
-96.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | -0.4% |
| 7D | -8.0% | -6.5% | -1.5% | -11.8% |
| 30D | -23.8% | -2.5% | -21.3% | -24.4% |
| 3M | -7.0% | +10.4% | -17.4% | +1.2% |
| 6M | -17.1% | +1.6% | -18.8% | -14.2% |
| YTD | +0.1% | -9.7% | +9.8% | -4.2% |
| 1Y | -51.2% | -17.3% | -33.9% | -56.0% |
| 3Y | -95.9% | -1.8% | -94.1% | -94.5% |
| All | -97.2% | -0.7% | -96.6% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling