-25.0%
TSN vs TSLQ
-97.2%
+72.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +3.0% | -6.6% | +9.6% | +3.0% |
| 30D | -4.2% | -24.3% | +20.1% | -4.4% |
| 3M | -3.9% | -3.6% | -0.3% | -3.8% |
| 6M | -9.8% | -12.0% | +2.1% | -9.7% |
| YTD | -7.3% | +1.4% | -8.6% | -6.9% |
| 1Y | -2.2% | -43.6% | +41.3% | -2.5% |
| 3Y | +11.9% | -95.4% | +107.3% | +9.6% |
| All | -25.0% | -97.2% | +72.2% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling