+76.8%
TTWO vs TSLQ
-97.2%
+174.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.9% |
| 7D | +1.3% | +5.7% | -4.4% | +1.8% |
| 30D | -13.4% | -21.1% | +7.7% | -14.7% |
| 3M | +3.1% | -11.5% | +14.6% | +3.3% |
| 6M | +3.8% | -14.9% | +18.7% | +4.3% |
| YTD | -15.3% | +2.4% | -17.7% | -13.2% |
| 1Y | -11.1% | -49.8% | +38.7% | -12.7% |
| 3Y | +52.0% | -95.8% | +147.8% | +35.9% |
| All | +76.8% | -97.2% | +174.0% | +60.0% |
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