+66.2%
TSM vs TSLQ
-49.1%
+115.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.2% |
| 7D | +2.6% | +5.7% | -3.0% | +3.8% |
| 30D | +1.4% | -21.1% | +22.5% | -2.5% |
| 3M | +5.0% | -11.5% | +16.5% | +6.2% |
| 6M | +24.0% | -14.9% | +38.9% | +27.4% |
| YTD | +41.6% | +2.4% | +39.2% | +50.7% |
| 1Y | +66.2% | -49.8% | +115.9% | +70.5% |
| All | +66.2% | -49.1% | +115.2% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling