-49.7%
TSLQ vs URA
+17.2%
-67.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +12.5% |
| 7D | -5.8% | +1.1% | -6.9% | -4.7% |
| 30D | -22.1% | +7.4% | -29.5% | -16.9% |
| 3M | +10.1% | -8.4% | +18.4% | +11.5% |
| 6M | -6.8% | -12.7% | +6.0% | -3.7% |
| YTD | +8.5% | +7.8% | +0.7% | +23.6% |
| 1Y | -49.7% | +19.5% | -69.2% | -48.5% |
| All | -49.7% | +17.2% | -67.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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