+244.4%
TT vs TSLQ
-97.8%
+342.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.2% | -1.1% |
| 7D | +4.0% | -16.8% | +20.9% | +2.5% |
| 30D | -11.3% | -18.0% | +6.6% | -12.2% |
| 3M | -12.3% | -34.5% | +22.2% | -14.3% |
| 6M | -10.8% | -8.9% | -1.9% | -9.3% |
| YTD | +8.2% | -19.0% | +27.2% | +10.0% |
| 1Y | +1.5% | -38.2% | +39.7% | +1.3% |
| 3Y | +91.5% | -96.9% | +188.4% | +68.0% |
| All | +244.4% | -97.8% | +342.2% | +223.4% |
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