+409.0%
TSM vs TSLQ
-97.8%
+506.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -1.1% |
| 7D | +6.2% | -16.8% | +23.0% | +3.3% |
| 30D | -7.3% | -18.0% | +10.7% | -8.8% |
| 3M | -7.1% | -34.5% | +27.3% | -11.0% |
| 6M | +0.2% | -8.9% | +9.2% | +4.2% |
| YTD | +32.2% | -19.0% | +51.2% | +37.7% |
| 1Y | +42.8% | -38.2% | +81.0% | +43.6% |
| 3Y | +330.4% | -96.9% | +427.3% | +248.9% |
| All | +409.0% | -97.8% | +506.7% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling