-97.7%
TSLQ vs URA
+111.7%
-209.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.2% | -4.6% |
| 7D | -7.3% | +2.9% | -10.2% | -3.6% |
| 30D | -13.2% | -10.8% | -2.4% | -18.1% |
| 3M | -37.6% | -25.5% | -12.1% | -47.1% |
| 6M | -9.3% | -41.2% | +31.9% | -30.9% |
| YTD | -19.1% | -21.3% | +2.2% | -19.5% |
| 1Y | -27.2% | -25.7% | -1.5% | -29.3% |
| 3Y | -97.1% | +43.1% | -140.1% | -93.8% |
| All | -97.7% | +111.7% | -209.4% | -94.0% |
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