+446.0%
TSM vs TSLQ
-97.0%
+543.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.0% | -9.1% | +4.7% |
| 7D | +2.7% | -5.8% | +8.5% | +2.0% |
| 30D | +3.6% | -22.1% | +25.7% | +0.2% |
| 3M | -3.4% | +10.1% | -13.4% | +1.3% |
| 6M | +20.6% | -6.8% | +27.4% | +25.2% |
| YTD | +41.9% | +8.5% | +33.3% | +51.7% |
| 1Y | +84.4% | -49.7% | +134.1% | +81.0% |
| 3Y | +380.2% | -95.6% | +475.9% | +307.5% |
| All | +446.0% | -97.0% | +543.1% | +371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling