-25.7%
TSN vs TSLQ
-97.2%
+71.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.4% |
| 7D | +1.4% | +5.7% | -4.3% | +1.4% |
| 30D | -6.2% | -21.1% | +14.9% | -6.3% |
| 3M | -5.7% | -11.5% | +5.8% | -5.7% |
| 6M | -11.4% | -14.9% | +3.6% | -11.3% |
| YTD | -8.2% | +2.4% | -10.6% | -7.8% |
| 1Y | -2.0% | -49.8% | +47.8% | -2.5% |
| 3Y | +11.9% | -95.8% | +107.7% | +8.8% |
| All | -25.7% | -97.2% | +71.5% | -25.1% |
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