+858.0%
TTMI vs TSLQ
-95.5%
+953.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.1% |
| 7D | +6.0% | +5.7% | +0.3% | +7.1% |
| 30D | -6.4% | -21.1% | +14.7% | -10.1% |
| 3M | -28.9% | -11.5% | -17.4% | -28.1% |
| 6M | +26.9% | -14.9% | +41.8% | +31.2% |
| YTD | +77.3% | +2.4% | +74.9% | +90.9% |
| 1Y | +147.5% | -49.8% | +197.3% | +146.5% |
| All | +858.0% | -95.5% | +953.6% | +772.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling