-97.0%
TSLQ vs URA
+189.8%
-286.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +12.6% |
| 7D | -5.8% | +1.1% | -6.9% | -4.7% |
| 30D | -22.1% | +7.4% | -29.5% | -16.5% |
| 3M | +10.1% | -8.4% | +18.4% | +10.2% |
| 6M | -6.8% | -12.7% | +6.0% | -5.4% |
| YTD | +8.5% | +7.8% | +0.7% | +31.1% |
| 1Y | -49.7% | +19.5% | -69.2% | -31.3% |
| 3Y | -95.6% | +116.4% | -212.1% | -88.1% |
| All | -97.0% | +189.8% | -286.8% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling