+969.7%
TTMI vs TSLQ
-97.2%
+1,066.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.2% |
| 7D | +0.7% | -6.6% | +7.3% | -0.4% |
| 30D | -8.4% | -24.3% | +15.9% | -12.6% |
| 3M | -32.5% | -3.6% | -28.8% | -30.8% |
| 6M | +32.5% | -12.0% | +44.4% | +37.6% |
| YTD | +83.2% | +1.4% | +81.9% | +96.5% |
| 1Y | +161.7% | -43.6% | +205.2% | +164.9% |
| 3Y | +890.1% | -95.4% | +985.5% | +764.4% |
| All | +969.7% | -97.2% | +1,066.9% | +901.8% |
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