-97.2%
TSLQ vs URA
+198.9%
-296.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +3.1% | -11.1% | -5.6% |
| 7D | -8.6% | +8.1% | -16.7% | -2.7% |
| 30D | -24.9% | +5.8% | -30.7% | -20.3% |
| 3M | -1.5% | +3.4% | -5.0% | +6.7% |
| 6M | -18.1% | -2.6% | -15.4% | -10.2% |
| YTD | -0.1% | +11.2% | -11.3% | +23.7% |
| 1Y | -51.4% | +19.8% | -71.2% | -33.3% |
| 3Y | -95.9% | +121.5% | -217.4% | -88.7% |
| All | -97.2% | +198.9% | -296.1% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling