+417.6%
TSM vs TSLQ
-97.9%
+515.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -2.5% |
| 7D | +14.8% | -26.6% | +41.4% | +9.6% |
| 30D | -8.9% | -17.5% | +8.6% | -10.3% |
| 3M | -5.3% | -41.7% | +36.4% | -10.8% |
| 6M | +2.6% | -16.9% | +19.5% | +5.1% |
| YTD | +34.5% | -21.9% | +56.4% | +39.1% |
| 1Y | +41.0% | -32.5% | +73.5% | +43.8% |
| 3Y | +333.1% | -97.2% | +430.3% | +245.5% |
| All | +417.6% | -97.9% | +515.5% | +332.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling