+451.5%
TSM vs TSLQ
-97.2%
+548.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.1% |
| 7D | +1.0% | -6.6% | +7.6% | 0.0% |
| 30D | +1.0% | -24.3% | +25.3% | -2.8% |
| 3M | +2.9% | -3.6% | +6.5% | +5.2% |
| 6M | +22.8% | -12.0% | +34.8% | +26.4% |
| YTD | +43.3% | +1.4% | +41.9% | +51.7% |
| 1Y | +69.2% | -43.6% | +112.7% | +68.7% |
| 3Y | +404.5% | -95.4% | +499.9% | +335.6% |
| All | +451.5% | -97.2% | +548.8% | +371.3% |
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