+266.0%
TT vs TSLQ
-97.3%
+363.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +1.4% | -8.0% | +9.4% | +0.9% |
| 30D | -6.7% | -23.8% | +17.1% | -8.4% |
| 3M | -5.4% | -7.0% | +1.6% | -4.7% |
| 6M | +4.4% | -17.1% | +21.5% | +5.2% |
| YTD | +14.9% | +0.1% | +14.9% | +18.0% |
| 1Y | +9.3% | -51.2% | +60.4% | +6.9% |
| 3Y | +121.7% | -95.9% | +217.7% | +99.7% |
| All | +266.0% | -97.3% | +363.3% | +246.9% |
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