-43.6%
TSLQ vs UUUU
+3.5%
-47.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -2.5% |
| 7D | -6.6% | -10.5% | +3.9% | -9.6% |
| 30D | -24.3% | -10.5% | -13.8% | -25.9% |
| 3M | -3.6% | -14.1% | +10.5% | -4.0% |
| 6M | -12.0% | -35.5% | +23.5% | -13.4% |
| YTD | +1.4% | -10.9% | +12.3% | -0.5% |
| 1Y | -43.6% | +3.4% | -46.9% | -50.2% |
| All | -43.6% | +3.5% | -47.1% | -50.2% |
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