+267.5%
TT vs TSLQ
-97.3%
+364.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.5% | -1.1% |
| 7D | +1.6% | -8.6% | +10.1% | +1.0% |
| 30D | -7.3% | -24.9% | +17.6% | -9.1% |
| 3M | -2.6% | -1.5% | -1.1% | -1.4% |
| 6M | +5.9% | -18.1% | +24.0% | +6.6% |
| YTD | +15.4% | -0.1% | +15.5% | +18.4% |
| 1Y | +8.2% | -51.4% | +59.6% | +5.9% |
| 3Y | +122.7% | -95.9% | +218.6% | +100.5% |
| All | +267.5% | -97.3% | +364.8% | +248.3% |
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 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