+951.2%
TTMI vs TSLQ
-97.3%
+1,048.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +7.5% | -8.0% | +15.5% | +6.0% |
| 30D | -4.5% | -23.8% | +19.3% | -8.7% |
| 3M | -28.5% | -7.0% | -21.5% | -27.1% |
| 6M | +28.4% | -17.1% | +45.5% | +31.9% |
| YTD | +80.1% | +0.1% | +80.0% | +92.6% |
| 1Y | +161.0% | -51.2% | +212.2% | +158.6% |
| 3Y | +862.4% | -95.9% | +958.3% | +727.0% |
| All | +951.2% | -97.3% | +1,048.4% | +881.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling