-49.7%
TSLQ vs UUUU
+27.9%
-77.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +12.2% |
| 7D | -5.8% | -1.4% | -4.4% | -6.1% |
| 30D | -22.1% | +16.3% | -38.4% | -17.7% |
| 3M | +10.1% | -16.7% | +26.7% | +11.1% |
| 6M | -6.8% | -33.7% | +26.9% | -6.0% |
| YTD | +8.5% | -0.5% | +9.0% | +9.7% |
| 1Y | -49.7% | +28.9% | -78.6% | -56.2% |
| All | -49.7% | +27.9% | -77.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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