-97.1%
TSLQ vs UUUU
+165.7%
-262.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.3% | +8.7% | +0.4% |
| 7D | +5.7% | -5.0% | +10.7% | +4.1% |
| 30D | -21.1% | -7.8% | -13.3% | -22.0% |
| 3M | -11.5% | -0.4% | -11.1% | -8.1% |
| 6M | -14.9% | -32.9% | +18.0% | -16.7% |
| YTD | +2.4% | -6.3% | +8.7% | +12.3% |
| 1Y | -49.8% | +7.9% | -57.7% | -39.7% |
| 3Y | -95.8% | +85.2% | -181.0% | -92.5% |
| All | -97.1% | +165.7% | -262.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling