-66.1%
TTD vs TSLQ
-97.2%
+31.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +1.1% |
| 7D | -7.4% | +5.7% | -13.1% | -6.3% |
| 30D | +3.0% | -21.1% | +24.1% | -0.3% |
| 3M | -27.6% | -11.5% | -16.1% | -27.2% |
| 6M | -49.5% | -14.9% | -34.6% | -49.0% |
| YTD | -63.2% | +2.4% | -65.6% | -60.9% |
| 1Y | -69.7% | -49.8% | -19.9% | -71.4% |
| 3Y | -83.3% | -95.8% | +12.5% | -87.8% |
| All | -66.1% | -97.2% | +31.1% | -73.3% |
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 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