+172.6%
TTMI vs TSLQ
-50.5%
+223.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.0% | -3.1% | +12.0% |
| 7D | +5.9% | -5.8% | +11.6% | +4.1% |
| 30D | -4.3% | -22.1% | +17.8% | -10.8% |
| 3M | -32.0% | +10.1% | -42.1% | -25.9% |
| 6M | +19.5% | -6.8% | +26.2% | +28.6% |
| YTD | +82.0% | +8.5% | +73.5% | +105.1% |
| 1Y | +172.6% | -49.7% | +222.4% | +232.5% |
| All | +172.6% | -50.5% | +223.1% | +232.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling