-21.0%
TSLQ vs UUUU
-55.1%
+34.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.3% | +6.1% |
| 7D | +9.8% | -14.4% | +24.3% | +3.0% |
| 30D | -6.0% | -33.6% | +27.6% | -19.8% |
| 3M | -35.0% | -44.2% | +9.2% | -47.2% |
| 6M | -24.9% | -66.8% | +41.8% | -45.1% |
| YTD | -12.7% | -50.6% | +38.0% | -27.7% |
| 1Y | -21.0% | -57.8% | +36.8% | -37.0% |
| All | -21.0% | -55.1% | +34.1% | -37.0% |
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