-14.9%
TSLQ vs UUUU
-32.7%
+17.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.3% | +8.7% | -1.8% |
| 7D | +5.7% | -5.0% | +10.7% | +2.3% |
| 30D | -21.1% | -7.8% | -13.3% | -23.4% |
| 3M | -11.5% | -0.4% | -11.1% | -5.2% |
| 6M | -14.9% | -32.9% | +18.0% | -17.2% |
| All | -14.9% | -32.7% | +17.8% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling