+9.2%
TT vs TSLQ
-50.5%
+59.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.0% | -11.4% | +1.3% |
| 7D | -0.2% | -5.8% | +5.5% | -0.5% |
| 30D | -7.4% | -22.1% | +14.7% | -8.6% |
| 3M | -3.2% | +10.1% | -13.3% | -1.5% |
| 6M | +1.1% | -6.8% | +7.9% | +2.5% |
| YTD | +15.6% | +8.5% | +7.1% | +17.4% |
| 1Y | +9.2% | -49.7% | +58.9% | +13.8% |
| All | +9.2% | -50.5% | +59.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling