+454.2%
TSM vs TSLQ
-97.3%
+551.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.8% | -8.0% | +12.8% | +3.6% |
| 30D | +4.0% | -23.8% | +27.8% | +0.3% |
| 3M | +2.0% | -7.0% | +9.0% | +3.9% |
| 6M | +25.5% | -17.1% | +42.6% | +28.0% |
| YTD | +44.0% | +0.1% | +43.9% | +52.1% |
| 1Y | +75.4% | -51.2% | +126.6% | +71.4% |
| 3Y | +406.7% | -95.9% | +502.7% | +326.2% |
| All | +454.2% | -97.3% | +551.5% | +372.6% |
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 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