+75.5%
TTWO vs TSLQ
-97.2%
+172.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.8% |
| 7D | +0.4% | -6.6% | +7.0% | -0.1% |
| 30D | -11.3% | -24.3% | +13.0% | -12.9% |
| 3M | +1.6% | -3.6% | +5.2% | +2.4% |
| 6M | +2.1% | -12.0% | +14.0% | +2.9% |
| YTD | -15.8% | +1.4% | -17.2% | -13.9% |
| 1Y | -12.6% | -43.6% | +31.0% | -13.5% |
| 3Y | +48.2% | -95.4% | +143.6% | +35.1% |
| All | +75.5% | -97.2% | +172.8% | +58.8% |
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