-66.3%
TTD vs TSLQ
-97.3%
+30.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.6% | -8.0% | +3.4% | -5.7% |
| 30D | +3.7% | -23.8% | +27.4% | -0.4% |
| 3M | -30.2% | -7.0% | -23.2% | -29.1% |
| 6M | -51.4% | -17.1% | -34.3% | -51.1% |
| YTD | -63.4% | +0.1% | -63.5% | -61.3% |
| 1Y | -73.5% | -51.2% | -22.3% | -75.1% |
| 3Y | -83.5% | -95.9% | +12.5% | -87.9% |
| All | -66.3% | -97.3% | +30.9% | -73.5% |
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