+337.7%
TSM vs TSLQ
-97.1%
+434.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -2.5% |
| 7D | +14.8% | -26.6% | +41.4% | +9.8% |
| 30D | -8.9% | -17.5% | +8.6% | -10.2% |
| 3M | -5.3% | -41.7% | +36.4% | -10.5% |
| 6M | +2.6% | -16.9% | +19.5% | +4.9% |
| YTD | +34.5% | -21.9% | +56.4% | +38.7% |
| 1Y | +41.0% | -32.5% | +73.5% | +43.6% |
| All | +337.7% | -97.1% | +434.8% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling